+152.2%
XLE vs CMS
+36.2%
+116.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -10.3% | +1.7% | -12.0% | -10.6% |
| 30D | -3.3% | +8.6% | -11.9% | -5.0% |
| 3M | +8.2% | -0.5% | +8.7% | +8.2% |
| 6M | +5.0% | -4.2% | +9.2% | +5.8% |
| YTD | +40.6% | +3.4% | +37.1% | +38.9% |
| 1Y | +45.0% | +0.4% | +44.6% | +44.2% |
| 3Y | +56.3% | +38.2% | +18.1% | +43.5% |
| 5Y | +152.2% | +35.4% | +116.8% | +134.8% |
| All | +152.2% | +36.2% | +116.1% | +134.8% |
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