+3,994.3%
CMG vs XEL
+731.7%
+3,262.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -6.5% | +0.9% | -7.4% | -6.8% |
| 30D | +12.1% | -0.9% | +13.0% | +12.4% |
| 3M | +20.6% | -1.4% | +22.0% | +20.9% |
| 6M | +2.1% | -5.8% | +7.9% | +3.9% |
| YTD | -2.6% | +4.7% | -7.3% | -5.0% |
| 1Y | -8.7% | +9.1% | -17.7% | -12.8% |
| 3Y | -7.4% | +47.8% | -55.2% | -23.3% |
| 5Y | -5.7% | +29.0% | -34.7% | -18.7% |
| 10Y | +322.3% | +154.0% | +168.3% | +140.7% |
| All | +3,994.3% | +731.7% | +3,262.6% | +946.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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