+32.0%
XEL vs CLX
-38.5%
+70.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.4% |
| 7D | -0.3% | -5.7% | +5.4% | +1.0% |
| 30D | -3.9% | -17.0% | +13.1% | +0.1% |
| 3M | -2.8% | -9.7% | +6.9% | -0.9% |
| 6M | -5.4% | -19.8% | +14.4% | -1.0% |
| YTD | +3.8% | -9.8% | +13.6% | +5.3% |
| 1Y | +6.8% | -26.2% | +33.0% | +13.8% |
| 3Y | +45.6% | -36.2% | +81.8% | +59.9% |
| All | +32.0% | -38.5% | +70.6% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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