+1,920.9%
XEL vs CLX
+2,347.6%
-426.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +1.3% | -3.5% | +4.9% | +2.2% |
| 30D | -1.5% | -11.9% | +10.3% | +1.4% |
| 3M | -0.2% | -2.6% | +2.4% | +0.1% |
| 6M | -5.4% | -18.2% | +12.7% | -1.5% |
| YTD | +5.6% | -5.9% | +11.6% | +6.2% |
| 1Y | +10.5% | -23.8% | +34.3% | +16.8% |
| 3Y | +49.2% | -33.6% | +82.8% | +61.9% |
| 5Y | +30.1% | -35.7% | +65.8% | +40.1% |
| 10Y | +146.7% | -2.5% | +149.2% | +137.9% |
| All | +1,920.9% | +2,347.6% | -426.7% | +837.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling