+29.0%
XEL vs COR
+180.2%
-151.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.9% | -3.9% | +4.8% | +1.9% |
| 30D | -0.9% | -0.3% | -0.6% | -0.9% |
| 3M | -1.4% | +15.9% | -17.3% | -5.4% |
| 6M | -5.8% | -10.3% | +4.4% | -3.6% |
| YTD | +4.7% | -3.7% | +8.4% | +4.5% |
| 1Y | +9.1% | +9.1% | 0.0% | +4.5% |
| 3Y | +47.8% | +86.6% | -38.7% | +17.8% |
| 5Y | +29.0% | +180.9% | -151.9% | -10.1% |
| All | +29.0% | +180.2% | -151.2% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling