+115.8%
CMS vs XHB
+204.2%
-88.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.1% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | -3.2% | -9.1% | +5.9% | -0.9% |
| 3M | -2.2% | -2.3% | +0.1% | -1.9% |
| 6M | -9.4% | -4.1% | -5.3% | -9.0% |
| YTD | +0.7% | -1.7% | +2.4% | +0.3% |
| 1Y | +0.4% | -15.1% | +15.5% | +3.7% |
| 3Y | +35.2% | +26.8% | +8.3% | +22.5% |
| 5Y | +24.1% | +37.3% | -13.2% | +7.4% |
| 10Y | +115.8% | +205.7% | -89.9% | +43.6% |
| All | +115.8% | +204.2% | -88.4% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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