+46.1%
XEL vs CFG
+66.0%
-19.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | +8.6% | +2.8% | +5.8% | +8.3% |
| 3M | +5.1% | -10.1% | +15.2% | +6.2% |
| 6M | +2.5% | +3.2% | -0.7% | +2.0% |
| YTD | +11.0% | +14.2% | -3.2% | +9.2% |
| 1Y | +2.7% | +27.4% | -24.7% | -0.2% |
| 3Y | +49.7% | +187.6% | -137.8% | +30.8% |
| 5Y | +46.1% | +65.7% | -19.6% | +33.6% |
| All | +46.1% | +66.0% | -19.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 5y: compounded portfolio wealth divided by compounded CFG 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…
5y analysis · Full analysis span regression · 6 months rolling