+49.2%
XEL vs CP
+20.4%
+28.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +1.3% | +2.4% | -1.1% | +0.9% |
| 30D | -1.5% | -0.5% | -1.0% | -1.5% |
| 3M | -0.2% | +1.4% | -1.6% | -0.5% |
| 6M | -5.4% | +10.3% | -15.8% | -6.9% |
| YTD | +5.6% | +24.3% | -18.6% | +2.3% |
| 1Y | +10.5% | +20.4% | -10.0% | +7.4% |
| 3Y | +49.2% | +21.8% | +27.4% | +42.3% |
| All | +49.2% | +20.4% | +28.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling