+147.8%
XEL vs COR
+406.5%
-258.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | -2.8% | +2.5% | +0.4% |
| 30D | -3.9% | +2.6% | -6.5% | -4.6% |
| 3M | -2.8% | +14.5% | -17.3% | -6.1% |
| 6M | -5.4% | -7.8% | +2.4% | -4.2% |
| YTD | +3.8% | -4.2% | +8.0% | +3.7% |
| 1Y | +6.8% | +7.0% | -0.2% | +3.8% |
| 3Y | +45.6% | +85.5% | -39.9% | +23.0% |
| 5Y | +30.7% | +181.2% | -150.5% | -0.5% |
| All | +147.8% | +406.5% | -258.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling