+2,011.1%
XEL vs CMS
+468.3%
+1,542.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | +10.0% | +7.2% | +2.8% | +6.6% |
| 3M | +4.3% | -1.3% | +5.6% | +5.0% |
| 6M | +0.5% | -4.3% | +4.8% | +2.6% |
| YTD | +10.4% | +2.1% | +8.3% | +9.6% |
| 1Y | +2.0% | -0.6% | +2.6% | +2.5% |
| 3Y | +45.6% | +38.0% | +7.5% | +26.5% |
| 5Y | +46.6% | +33.6% | +13.0% | +30.2% |
| 10Y | +168.3% | +128.6% | +39.7% | +97.9% |
| All | +2,011.1% | +468.3% | +1,542.8% | +916.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling