+1,890.4%
XEL vs COO
+5,988.7%
-4,098.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -1.0% | -2.2% | +1.3% | -0.9% |
| 30D | -1.9% | -7.0% | +5.1% | -1.6% |
| 3M | -1.9% | +12.2% | -14.1% | -2.5% |
| 6M | -7.4% | -15.1% | +7.7% | -6.8% |
| YTD | +4.1% | -15.1% | +19.1% | +4.7% |
| 1Y | +8.0% | +2.3% | +5.7% | +7.8% |
| 3Y | +48.4% | -23.7% | +72.1% | +49.5% |
| 5Y | +27.2% | -38.9% | +66.2% | +29.1% |
| 10Y | +146.8% | +49.9% | +96.9% | +142.3% |
| All | +1,890.4% | +5,988.7% | -4,098.3% | +1,717.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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