+8.0%
XEL vs CMS
-1.9%
+9.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -1.0% | +0.4% | -1.3% | -1.3% |
| 30D | -1.9% | -3.6% | +1.7% | +1.2% |
| 3M | -1.9% | -1.9% | 0.0% | -0.6% |
| 6M | -7.4% | -11.0% | +3.5% | +2.2% |
| YTD | +4.1% | +0.2% | +3.9% | +4.7% |
| 1Y | +8.0% | -1.3% | +9.4% | +9.9% |
| All | +8.0% | -1.9% | +9.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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