+188.0%
XEL vs CPB
-38.9%
+226.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.7% |
| 7D | +2.4% | -1.6% | +4.0% | +2.8% |
| 30D | +8.3% | +19.2% | -10.9% | +3.1% |
| 3M | +4.2% | -0.9% | +5.1% | +3.9% |
| 6M | +3.7% | +15.2% | -11.5% | -1.1% |
| YTD | +13.1% | -13.1% | +26.1% | +16.0% |
| 1Y | +5.0% | -22.4% | +27.4% | +11.2% |
| 3Y | +55.0% | -35.3% | +90.3% | +70.6% |
| 5Y | +51.8% | -33.0% | +84.8% | +64.4% |
| All | +188.0% | -38.9% | +226.9% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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