+20.8%
XBI vs CMS
+23.1%
-2.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.6% | +0.2% | -3.8% | -3.7% |
| 30D | +0.9% | -1.3% | +2.1% | +1.1% |
| 3M | +21.4% | -5.4% | +26.8% | +22.9% |
| 6M | +25.5% | -10.3% | +35.8% | +28.6% |
| YTD | +30.8% | -0.2% | +31.1% | +30.2% |
| 1Y | +68.6% | -0.9% | +69.4% | +68.0% |
| 3Y | +103.9% | +34.0% | +70.0% | +85.0% |
| 5Y | +20.8% | +23.6% | -2.8% | +9.3% |
| All | +20.8% | +23.1% | -2.3% | +9.3% |
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