+154.0%
XEL vs CP
+224.3%
-70.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | -0.9% | -0.5% | -0.4% | -0.8% |
| 3M | -1.4% | +0.1% | -1.5% | -1.6% |
| 6M | -5.8% | +7.8% | -13.6% | -8.0% |
| YTD | +4.7% | +22.9% | -18.1% | -1.6% |
| 1Y | +9.1% | +21.3% | -12.3% | +2.7% |
| 3Y | +47.8% | +20.4% | +27.5% | +37.1% |
| 5Y | +29.0% | +34.9% | -5.9% | +14.0% |
| 10Y | +154.0% | +233.3% | -79.3% | +85.8% |
| All | +154.0% | +224.3% | -70.3% | +85.8% |
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