+46.9%
XEL vs CRL
+38.7%
+8.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +0.9% | -4.6% | +5.5% | +1.1% |
| 30D | -0.9% | +0.5% | -1.4% | -0.9% |
| 3M | -1.4% | +46.6% | -48.0% | -2.8% |
| 6M | -5.8% | +57.3% | -63.1% | -7.6% |
| YTD | +4.7% | +39.5% | -34.8% | +3.2% |
| 1Y | +9.1% | +76.9% | -67.8% | +5.9% |
| All | +46.9% | +38.7% | +8.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling