+2.7%
XEL vs CSGP
-55.1%
+57.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.9% | 0.0% |
| 7D | +1.7% | -3.2% | +4.9% | +1.8% |
| 30D | +8.6% | +2.2% | +6.4% | +8.7% |
| 3M | +5.1% | -3.7% | +8.7% | +5.1% |
| 6M | +2.5% | -7.4% | +9.9% | +2.4% |
| YTD | +11.0% | -54.9% | +65.9% | +10.5% |
| 1Y | +2.7% | -54.9% | +57.6% | +1.9% |
| All | +2.7% | -55.1% | +57.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling