+2,023.0%
XEL vs CP
+7,872.5%
-5,849.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.7% | +2.8% | -1.1% | +1.2% |
| 30D | +8.6% | +11.0% | -2.5% | +6.4% |
| 3M | +5.1% | +3.8% | +1.2% | +4.2% |
| 6M | +2.5% | +9.5% | -7.0% | +0.6% |
| YTD | +11.0% | +28.2% | -17.2% | +5.4% |
| 1Y | +2.7% | +33.0% | -30.2% | -3.2% |
| 3Y | +49.7% | +35.5% | +14.2% | +39.1% |
| 5Y | +46.1% | +25.8% | +20.3% | +36.9% |
| 10Y | +181.5% | +250.7% | -69.2% | +114.7% |
| All | +2,023.0% | +7,872.5% | -5,849.5% | +805.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling