+531.3%
XEL vs CAPR
-99.1%
+630.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.0% | -2.0% | +1.0% | -1.0% |
| 30D | -1.9% | +139.2% | -141.1% | -2.0% |
| 3M | -1.9% | -66.4% | +64.5% | -1.9% |
| 6M | -7.4% | -63.1% | +55.7% | -7.4% |
| YTD | +4.1% | -67.4% | +71.5% | +4.1% |
| 1Y | +8.0% | +58.2% | -50.2% | +7.8% |
| 3Y | +48.4% | +42.2% | +6.2% | +47.8% |
| 5Y | +27.2% | +87.3% | -60.0% | +26.6% |
| 10Y | +146.8% | -75.3% | +222.1% | +143.5% |
| All | +531.3% | -99.1% | +630.3% | +512.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling