+806.0%
CMS vs XHB
+173.9%
+632.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.4% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | -3.6% | -6.9% | +3.3% | -1.8% |
| 3M | -1.9% | -1.3% | -0.7% | -1.9% |
| 6M | -11.0% | -6.8% | -4.2% | -9.8% |
| YTD | +0.2% | +0.7% | -0.5% | -0.8% |
| 1Y | -1.3% | -11.2% | +9.9% | +0.9% |
| 3Y | +35.9% | +25.3% | +10.6% | +23.8% |
| 5Y | +23.1% | +37.3% | -14.2% | +7.1% |
| 10Y | +117.9% | +211.5% | -93.6% | +43.9% |
| All | +806.0% | +173.9% | +632.1% | +405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling