+46.9%
XEL vs CG
+48.1%
-1.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.8% |
| 7D | +0.9% | -6.4% | +7.3% | +1.1% |
| 30D | -0.9% | -7.1% | +6.2% | -0.7% |
| 3M | -1.4% | -1.6% | +0.2% | -1.4% |
| 6M | -5.8% | -8.3% | +2.5% | -5.6% |
| YTD | +4.7% | -23.8% | +28.5% | +5.4% |
| 1Y | +9.1% | -28.7% | +37.8% | +10.0% |
| All | +46.9% | +48.1% | -1.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling