+39.6%
XLC vs CMS
+34.5%
+5.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +3.1% | -1.3% | +4.4% | +3.3% |
| 30D | -4.2% | +5.3% | -9.5% | -5.1% |
| 3M | -2.1% | -0.3% | -1.8% | -2.1% |
| 6M | -6.6% | -4.0% | -2.6% | -6.1% |
| YTD | -7.8% | +2.1% | -9.9% | -8.5% |
| 1Y | -4.1% | -4.7% | +0.6% | -3.5% |
| 3Y | +62.6% | +36.8% | +25.8% | +49.2% |
| 5Y | +39.6% | +34.9% | +4.8% | +25.8% |
| All | +39.6% | +34.5% | +5.1% | +25.8% |
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