+50.0%
XEL vs CPB
-33.9%
+83.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.5% |
| 7D | +0.7% | -4.1% | +4.8% | +1.8% |
| 30D | +9.3% | +16.9% | -7.6% | +4.9% |
| 3M | +5.3% | -0.6% | +5.8% | +4.9% |
| 6M | +2.2% | +11.4% | -9.2% | -1.6% |
| YTD | +12.3% | -14.8% | +27.2% | +16.0% |
| 1Y | +3.0% | -24.8% | +27.8% | +10.3% |
| 3Y | +51.6% | -36.6% | +88.2% | +67.8% |
| 5Y | +50.0% | -33.3% | +83.3% | +60.4% |
| All | +50.0% | -33.9% | +83.9% | +60.4% |
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 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