+47.9%
XBI vs CMS
+1.4%
+46.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.7% |
| 7D | +1.0% | +4.1% | -3.1% | +1.2% |
| 30D | +1.9% | +10.9% | -9.0% | +2.0% |
| 3M | +4.8% | -0.2% | +5.0% | +5.1% |
| 6M | +19.3% | -4.7% | +24.0% | +20.5% |
| YTD | +30.6% | +3.9% | +26.7% | +32.0% |
| 1Y | +47.9% | +0.4% | +47.5% | +52.9% |
| All | +47.9% | +1.4% | +46.5% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling