+181.5%
XEL vs CMS
+134.3%
+47.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +1.7% | +0.5% | +1.2% | +1.3% |
| 30D | +8.6% | +7.4% | +1.2% | +1.9% |
| 3M | +5.1% | +1.9% | +3.2% | +3.4% |
| 6M | +2.5% | -2.3% | +4.8% | +4.5% |
| YTD | +11.0% | +3.0% | +8.0% | +8.0% |
| 1Y | +2.7% | -2.8% | +5.5% | +5.2% |
| 3Y | +49.7% | +37.9% | +11.8% | +11.0% |
| 5Y | +46.1% | +34.0% | +12.2% | +10.4% |
| 10Y | +181.5% | +138.1% | +43.4% | +24.1% |
| All | +181.5% | +134.3% | +47.2% | +24.1% |
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