+988.3%
XLE vs CMS
+241.4%
+746.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -12.0% | -1.3% | -10.7% | -11.7% |
| 30D | -2.7% | +6.3% | -9.1% | -4.8% |
| 3M | +6.6% | -2.1% | +8.6% | +7.1% |
| 6M | +9.5% | -5.1% | +14.6% | +11.0% |
| YTD | +40.6% | +1.3% | +39.3% | +39.1% |
| 1Y | +43.6% | -1.4% | +45.0% | +43.3% |
| 3Y | +58.1% | +36.9% | +21.2% | +39.9% |
| 5Y | +152.2% | +32.5% | +119.7% | +122.6% |
| 10Y | +172.9% | +126.8% | +46.2% | +97.1% |
| All | +988.3% | +241.4% | +746.9% | +446.1% |
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