+955.3%
XBI vs CMS
+804.7%
+150.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | +7.1% | -3.6% | +10.7% | +8.5% |
| 3M | +22.9% | -1.9% | +24.8% | +23.5% |
| 6M | +29.7% | -11.0% | +40.7% | +35.0% |
| YTD | +34.5% | +0.2% | +34.3% | +33.4% |
| 1Y | +76.1% | -1.3% | +77.4% | +75.6% |
| 3Y | +103.2% | +35.9% | +67.3% | +76.6% |
| 5Y | +22.8% | +23.1% | -0.2% | +9.1% |
| 10Y | +176.3% | +117.9% | +58.4% | +79.9% |
| All | +955.3% | +804.7% | +150.6% | +185.2% |
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