+149.7%
XBI vs CMS
+118.9%
+30.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -4.6% | -1.9% | -2.7% | -4.2% |
| 30D | -2.0% | -4.1% | +2.1% | -1.0% |
| 3M | +17.8% | -7.1% | +24.9% | +19.7% |
| 6M | +23.7% | -10.1% | +33.8% | +26.6% |
| YTD | +28.2% | -1.7% | +30.0% | +28.2% |
| 1Y | +64.0% | -3.4% | +67.3% | +64.6% |
| 3Y | +99.4% | +31.6% | +67.8% | +84.2% |
| 5Y | +19.3% | +23.3% | -4.0% | +10.9% |
| All | +149.7% | +118.9% | +30.8% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling