+30.2%
XEL vs CPB
-38.4%
+68.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.1% |
| 7D | +1.3% | -8.2% | +9.5% | +3.4% |
| 30D | -1.5% | -5.6% | +4.1% | -0.3% |
| 3M | -0.2% | +3.0% | -3.2% | -1.6% |
| 6M | -5.4% | -12.7% | +7.3% | -2.6% |
| YTD | +5.6% | -18.0% | +23.6% | +10.4% |
| 1Y | +10.5% | -31.7% | +42.2% | +21.6% |
| 3Y | +49.2% | -41.0% | +90.1% | +69.1% |
| All | +30.2% | -38.4% | +68.6% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling