+22.3%
XBI vs CMS
+36.3%
-14.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -1.1% | +1.7% | -2.8% | -1.5% |
| 30D | +2.6% | +6.2% | -3.6% | +1.0% |
| 3M | -4.0% | +0.6% | -4.6% | -4.2% |
| 6M | +10.9% | -1.8% | +12.7% | +11.2% |
| YTD | +23.6% | +3.8% | +19.7% | +21.7% |
| 1Y | +35.1% | -1.8% | +36.9% | +35.2% |
| 3Y | +125.2% | +39.8% | +85.4% | +100.4% |
| All | +22.3% | +36.3% | -14.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling