+133.1%
XLC vs CMS
+101.2%
+31.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.3% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | -2.7% | +7.1% | -9.8% | -4.6% |
| 3M | -3.2% | -1.3% | -1.9% | -2.9% |
| 6M | -7.7% | -2.7% | -5.0% | -7.2% |
| YTD | -8.0% | +2.6% | -10.6% | -9.2% |
| 1Y | -3.1% | -2.0% | -1.0% | -3.0% |
| 3Y | +64.9% | +39.6% | +25.3% | +45.7% |
| 5Y | +39.5% | +35.3% | +4.2% | +22.8% |
| All | +133.1% | +101.2% | +31.9% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling