+127.5%
XLC vs CMS
+98.5%
+29.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +1.0% |
| 7D | +4.9% | -1.3% | +6.2% | +5.3% |
| 30D | -5.8% | +6.3% | -12.1% | -7.5% |
| 3M | -5.4% | -2.1% | -3.4% | -5.0% |
| 6M | -10.2% | -5.1% | -5.1% | -9.1% |
| YTD | -10.2% | +1.3% | -11.4% | -11.0% |
| 1Y | -5.6% | -1.4% | -4.2% | -5.8% |
| 3Y | +61.0% | +36.9% | +24.1% | +43.1% |
| 5Y | +35.2% | +32.5% | +2.7% | +19.8% |
| All | +127.5% | +98.5% | +29.0% | +99.7% |
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