+1,890.4%
XEL vs CP
+7,669.4%
-5,779.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -1.9% | +0.2% | -2.1% | -2.0% |
| 3M | -1.9% | +2.6% | -4.5% | -2.5% |
| 6M | -7.4% | +6.0% | -13.4% | -8.7% |
| YTD | +4.1% | +24.9% | -20.9% | -0.7% |
| 1Y | +8.0% | +20.1% | -12.1% | +3.8% |
| 3Y | +48.4% | +16.4% | +32.0% | +42.1% |
| 5Y | +27.2% | +31.7% | -4.5% | +18.1% |
| 10Y | +146.8% | +223.9% | -77.0% | +90.9% |
| All | +1,890.4% | +7,669.4% | -5,779.0% | +753.4% |
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