+938.7%
XEL vs CRL
+1,379.5%
-440.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.6% |
| 7D | -1.0% | -1.0% | +0.1% | -0.8% |
| 30D | -1.9% | +10.7% | -12.6% | -3.2% |
| 3M | -1.9% | +55.3% | -57.2% | -7.6% |
| 6M | -7.4% | +60.7% | -68.1% | -13.7% |
| YTD | +4.1% | +44.6% | -40.6% | -1.9% |
| 1Y | +8.0% | +77.7% | -69.7% | -1.3% |
| 3Y | +48.4% | +37.6% | +10.8% | +36.4% |
| 5Y | +27.2% | -35.8% | +63.1% | +28.3% |
| 10Y | +146.8% | +241.7% | -94.9% | +89.6% |
| All | +938.7% | +1,379.5% | -440.7% | +550.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling