+2,062.5%
XEL vs CPB
+359.2%
+1,703.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.8% |
| 7D | +2.4% | -1.6% | +4.0% | +2.9% |
| 30D | +8.3% | +19.2% | -10.9% | +2.8% |
| 3M | +4.2% | -0.9% | +5.1% | +3.9% |
| 6M | +3.7% | +15.2% | -11.5% | -1.4% |
| YTD | +13.1% | -13.1% | +26.1% | +16.1% |
| 1Y | +5.0% | -22.4% | +27.4% | +11.3% |
| 3Y | +55.0% | -35.3% | +90.3% | +70.8% |
| 5Y | +51.8% | -33.0% | +84.8% | +64.3% |
| 10Y | +185.6% | -39.2% | +224.8% | +206.8% |
| All | +2,062.5% | +359.2% | +1,703.3% | +1,225.8% |
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