+183.8%
XEL vs CP
+251.7%
-67.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | +9.3% | +9.6% | -0.3% | +6.6% |
| 3M | +5.3% | +2.2% | +3.0% | +4.5% |
| 6M | +2.2% | +11.1% | -8.9% | -1.0% |
| YTD | +12.3% | +28.2% | -15.8% | +4.3% |
| 1Y | +3.0% | +32.2% | -29.1% | -5.2% |
| 3Y | +51.6% | +35.5% | +16.0% | +35.5% |
| 5Y | +50.0% | +26.8% | +23.2% | +35.1% |
| 10Y | +183.8% | +256.9% | -73.1% | +110.7% |
| All | +183.8% | +251.7% | -67.9% | +110.7% |
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