+2.7%
XEL vs CMS
-0.8%
+3.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.8% |
| 3M | +5.1% | +1.9% | +3.2% | +3.3% |
| 6M | +2.5% | -2.3% | +4.8% | +4.4% |
| YTD | +11.0% | +3.0% | +8.0% | +8.1% |
| 1Y | +2.7% | -2.8% | +5.5% | +5.5% |
| All | +2.7% | -0.8% | +3.5% | +5.5% |
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