+147.8%
XEL vs CPB
-45.3%
+193.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | -1.8% | +1.5% | +0.2% |
| 30D | -3.9% | -7.1% | +3.1% | -2.2% |
| 3M | -2.8% | -6.0% | +3.2% | -1.7% |
| 6M | -5.4% | -5.3% | -0.1% | -4.7% |
| YTD | +3.8% | -20.8% | +24.6% | +9.6% |
| 1Y | +6.8% | -33.8% | +40.7% | +18.5% |
| 3Y | +45.6% | -43.7% | +89.3% | +67.2% |
| 5Y | +30.7% | -40.7% | +71.4% | +46.7% |
| All | +147.8% | -45.3% | +193.1% | +174.0% |
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