+869.9%
XBI vs CMS
+837.7%
+32.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.1% |
| 7D | -1.1% | +1.7% | -2.8% | -1.7% |
| 30D | +2.6% | +6.2% | -3.6% | +0.1% |
| 3M | -4.0% | +0.6% | -4.6% | -4.5% |
| 6M | +10.9% | -1.8% | +12.7% | +11.1% |
| YTD | +23.6% | +3.8% | +19.7% | +20.8% |
| 1Y | +35.1% | -1.8% | +36.9% | +34.9% |
| 3Y | +125.2% | +39.8% | +85.4% | +93.4% |
| 5Y | +19.7% | +37.1% | -17.4% | +1.8% |
| 10Y | +130.6% | +138.6% | -8.0% | +44.3% |
| All | +869.9% | +837.7% | +32.2% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling