+218.0%
XLE vs CMS
+23.4%
+194.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +11.8% | -3.6% | +15.4% | +12.5% |
| 3M | +9.8% | -1.9% | +11.7% | +10.1% |
| 6M | +15.6% | -11.0% | +26.6% | +18.0% |
| YTD | +45.3% | +0.2% | +45.1% | +44.7% |
| 1Y | +48.3% | -1.3% | +49.6% | +48.0% |
| 3Y | +55.4% | +35.9% | +19.5% | +44.4% |
| All | +218.0% | +23.4% | +194.6% | +200.9% |
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 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