+49.1%
XEL vs CMS
+33.6%
+15.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | +0.3% |
| 7D | -0.2% | -0.5% | +0.3% | +0.2% |
| 30D | +10.0% | +7.2% | +2.8% | +3.7% |
| 3M | +4.3% | -1.3% | +5.6% | +5.4% |
| 6M | +0.5% | -4.3% | +4.8% | +4.2% |
| YTD | +10.4% | +2.1% | +8.3% | +8.4% |
| 1Y | +2.0% | -0.6% | +2.6% | +2.4% |
| 3Y | +45.6% | +38.0% | +7.5% | +9.7% |
| All | +49.1% | +33.6% | +15.5% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling