+651.1%
XEL vs CNC
+5,485.4%
-4,834.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | -3.9% | -1.0% | -3.0% | -3.9% |
| 3M | -2.8% | +4.5% | -7.3% | -3.6% |
| 6M | -5.4% | +85.2% | -90.6% | -12.8% |
| YTD | +3.8% | +61.4% | -57.7% | -3.2% |
| 1Y | +6.8% | +94.9% | -88.1% | -3.0% |
| 3Y | +45.6% | 0.0% | +45.6% | +40.1% |
| 5Y | +30.7% | +11.2% | +19.5% | +23.2% |
| 10Y | +151.7% | +98.7% | +53.0% | +118.0% |
| All | +651.1% | +5,485.4% | -4,834.4% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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