+175.3%
XEL vs CF
+546.3%
-371.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.1% | -0.9% | +1.9% | +1.1% |
| 30D | +8.7% | +6.9% | +1.7% | +8.1% |
| 3M | +3.5% | +4.8% | -1.3% | +3.0% |
| 6M | +2.6% | +4.7% | -2.1% | +1.9% |
| YTD | +11.1% | +56.5% | -45.4% | +5.9% |
| 1Y | +2.2% | +48.4% | -46.3% | -2.2% |
| 3Y | +51.1% | +59.1% | -8.0% | +42.5% |
| 5Y | +48.0% | +109.5% | -61.5% | +34.1% |
| 10Y | +175.3% | +487.0% | -311.6% | +127.9% |
| All | +175.3% | +546.3% | -371.0% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling