+1,024.7%
XLE vs CMS
+237.9%
+786.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 3M | +9.8% | -1.9% | +11.7% | +10.3% |
| 6M | +15.6% | -11.0% | +26.6% | +19.7% |
| YTD | +45.3% | +0.2% | +45.1% | +44.4% |
| 1Y | +48.3% | -1.3% | +49.6% | +48.0% |
| 3Y | +55.4% | +35.9% | +19.5% | +37.9% |
| 5Y | +216.1% | +23.1% | +193.0% | +186.1% |
| 10Y | +178.4% | +117.9% | +60.5% | +103.9% |
| All | +1,024.7% | +237.9% | +786.9% | +467.1% |
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