+30.1%
XEL vs CMS
+26.5%
+3.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.1% |
| 7D | +1.3% | +1.2% | +0.1% | +0.3% |
| 30D | -1.5% | -3.2% | +1.6% | +1.2% |
| 3M | -0.2% | -2.2% | +2.0% | +1.6% |
| 6M | -5.4% | -9.4% | +4.0% | +2.8% |
| YTD | +5.6% | +0.7% | +5.0% | +5.0% |
| 1Y | +10.5% | +0.4% | +10.1% | +10.0% |
| 3Y | +49.2% | +35.2% | +14.0% | +14.2% |
| 5Y | +30.1% | +24.1% | +6.0% | +7.1% |
| All | +30.1% | +26.5% | +3.6% | +7.1% |
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 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