+45.6%
XEL vs CMI
+150.2%
-104.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -3.9% | -12.4% | +8.4% | -3.1% |
| 3M | -2.8% | -14.8% | +12.0% | -2.0% |
| 6M | -5.4% | +0.8% | -6.2% | -6.1% |
| YTD | +3.8% | +10.2% | -6.4% | +2.0% |
| 1Y | +6.8% | +37.4% | -30.6% | +2.6% |
| 3Y | +45.6% | +153.3% | -107.7% | +19.7% |
| All | +45.6% | +150.2% | -104.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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