+800.3%
XEL vs CF
+5,315.1%
-4,514.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -0.2% | -3.2% | +3.0% | +0.1% |
| 30D | +10.0% | +4.3% | +5.7% | +9.5% |
| 3M | +4.3% | +2.8% | +1.5% | +3.8% |
| 6M | +0.5% | +0.6% | -0.2% | 0.0% |
| YTD | +10.4% | +56.6% | -46.3% | +4.4% |
| 1Y | +2.0% | +49.6% | -47.6% | -3.2% |
| 3Y | +45.6% | +61.5% | -15.9% | +35.8% |
| 5Y | +46.6% | +124.0% | -77.3% | +29.8% |
| 10Y | +168.3% | +573.2% | -404.9% | +100.5% |
| All | +800.3% | +5,315.1% | -4,514.8% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling