+36.5%
XLB vs CMS
+23.4%
+13.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -0.4% | -3.6% | +3.2% | +0.8% |
| 3M | +2.0% | -1.9% | +3.9% | +2.4% |
| 6M | +1.8% | -11.0% | +12.8% | +5.7% |
| YTD | +16.6% | +0.2% | +16.4% | +16.0% |
| 1Y | +16.9% | -1.3% | +18.3% | +16.8% |
| 3Y | +32.6% | +35.9% | -3.4% | +16.2% |
| All | +36.5% | +23.4% | +13.1% | +22.0% |
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 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