+54.7%
XEL vs CF
+68.7%
-13.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | +1.4% | +5.4% | -3.9% | +1.2% |
| 30D | +9.2% | +6.5% | +2.6% | +8.9% |
| 3M | +4.5% | +4.6% | -0.1% | +4.3% |
| 6M | +3.6% | -3.3% | +6.9% | +3.7% |
| YTD | +12.9% | +63.9% | -51.0% | +8.3% |
| 1Y | +4.1% | +50.4% | -46.3% | +0.4% |
| All | +54.7% | +68.7% | -13.9% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling