+179.2%
XLE vs CMS
+140.2%
+38.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +5.4% | +1.7% | +3.7% | +4.9% |
| 30D | -3.9% | +6.2% | -10.1% | -5.8% |
| 3M | +7.0% | +0.6% | +6.4% | +6.7% |
| 6M | +14.2% | -1.8% | +16.0% | +14.4% |
| YTD | +48.2% | +3.8% | +44.3% | +45.5% |
| 1Y | +47.7% | -1.8% | +49.5% | +47.6% |
| 3Y | +70.0% | +39.8% | +30.2% | +49.1% |
| 5Y | +169.1% | +37.1% | +132.0% | +133.8% |
| All | +179.2% | +140.2% | +38.9% | +149.0% |
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 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