+187.7%
XEL vs CP
+259.0%
-71.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | +9.2% | +10.3% | -1.2% | +6.2% |
| 3M | +4.5% | +2.3% | +2.2% | +3.7% |
| 6M | +3.6% | +10.7% | -7.1% | +0.5% |
| YTD | +12.9% | +29.3% | -16.4% | +4.6% |
| 1Y | +4.1% | +31.5% | -27.3% | -4.1% |
| 3Y | +52.3% | +36.7% | +15.6% | +35.8% |
| 5Y | +51.6% | +26.8% | +24.8% | +36.6% |
| All | +187.7% | +259.0% | -71.4% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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