+147.5%
XEL vs CMS
+120.6%
+26.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -1.2% | -1.3% | +0.1% | 0.0% |
| 30D | -2.9% | -2.8% | -0.1% | -0.4% |
| 3M | -2.7% | -7.1% | +4.4% | +3.8% |
| 6M | -6.5% | -10.0% | +3.5% | +2.6% |
| YTD | +3.6% | -0.9% | +4.6% | +4.4% |
| 1Y | +7.5% | -2.0% | +9.5% | +9.2% |
| 3Y | +46.3% | +33.0% | +13.3% | +11.8% |
| 5Y | +30.5% | +24.3% | +6.3% | +5.5% |
| All | +147.5% | +120.6% | +26.9% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling