+816.1%
XLB vs CMS
+241.4%
+574.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | +6.1% | +6.3% | -0.3% | +4.0% |
| 3M | 0.0% | -2.1% | +2.1% | +0.6% |
| 6M | 0.0% | -5.1% | +5.0% | +1.4% |
| YTD | +16.0% | +1.3% | +14.8% | +15.1% |
| 1Y | +24.7% | -1.4% | +26.1% | +24.8% |
| 3Y | +40.4% | +36.9% | +3.4% | +25.7% |
| 5Y | +30.7% | +32.5% | -1.9% | +17.3% |
| 10Y | +173.3% | +126.8% | +46.5% | +105.8% |
| All | +816.1% | +241.4% | +574.7% | +322.4% |
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