+1,882.2%
XEL vs CMI
+19,388.4%
-17,506.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -2.9% | -12.8% | +9.9% | -0.9% |
| 3M | -2.7% | -12.4% | +9.7% | -1.0% |
| 6M | -6.5% | -0.9% | -5.6% | -7.0% |
| YTD | +3.6% | +8.9% | -5.2% | +1.3% |
| 1Y | +7.5% | +37.7% | -30.2% | +1.1% |
| 3Y | +46.3% | +148.9% | -102.5% | +24.0% |
| 5Y | +30.5% | +164.4% | -133.8% | +8.6% |
| 10Y | +151.4% | +506.9% | -355.5% | +79.9% |
| All | +1,882.2% | +19,388.4% | -17,506.2% | +670.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling