+147.8%
XEL vs CG
+314.7%
-166.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -0.3% | -9.9% | +9.6% | +0.9% |
| 30D | -3.9% | -11.7% | +7.7% | -2.6% |
| 3M | -2.8% | -4.3% | +1.5% | -2.6% |
| 6M | -5.4% | -8.8% | +3.4% | -4.8% |
| YTD | +3.8% | -26.9% | +30.6% | +6.9% |
| 1Y | +6.8% | -35.4% | +42.3% | +11.6% |
| 3Y | +45.6% | +43.0% | +2.6% | +32.6% |
| 5Y | +30.7% | +1.9% | +28.8% | +21.5% |
| All | +147.8% | +314.7% | -166.9% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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