+1,890.4%
XEL vs CPB
+325.7%
+1,564.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.2% |
| 7D | -1.0% | -8.6% | +7.6% | +1.5% |
| 30D | -1.9% | -7.2% | +5.3% | 0.0% |
| 3M | -1.9% | +0.9% | -2.8% | -2.7% |
| 6M | -7.4% | -11.8% | +4.4% | -4.9% |
| YTD | +4.1% | -19.4% | +23.5% | +9.5% |
| 1Y | +8.0% | -30.4% | +38.4% | +18.2% |
| 3Y | +48.4% | -40.2% | +88.5% | +67.7% |
| 5Y | +27.2% | -39.5% | +66.7% | +42.2% |
| 10Y | +146.8% | -47.4% | +194.2% | +177.5% |
| All | +1,890.4% | +325.7% | +1,564.7% | +1,151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling