+748.8%
XEL vs CF
+5,948.3%
-5,199.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.5% |
| 7D | -1.0% | +6.0% | -7.0% | -1.5% |
| 30D | -1.9% | +14.8% | -16.8% | -3.4% |
| 3M | -1.9% | +14.1% | -16.0% | -3.4% |
| 6M | -7.4% | +28.5% | -36.0% | -10.5% |
| YTD | +4.1% | +74.9% | -70.9% | -2.6% |
| 1Y | +8.0% | +61.7% | -53.6% | +1.9% |
| 3Y | +48.4% | +80.3% | -31.9% | +37.0% |
| 5Y | +27.2% | +226.0% | -198.7% | +8.1% |
| 10Y | +146.8% | +569.9% | -423.0% | +84.7% |
| All | +748.8% | +5,948.3% | -5,199.5% | +323.0% |
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