+251.6%
XLF vs CMS
+116.0%
+135.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.3% | -1.3% | 0.0% | -0.8% |
| 3M | +9.1% | -5.4% | +14.5% | +11.2% |
| 6M | +14.4% | -10.3% | +24.7% | +18.6% |
| YTD | +5.1% | -0.2% | +5.3% | +4.4% |
| 1Y | +8.6% | -0.9% | +9.5% | +8.1% |
| 3Y | +74.4% | +34.0% | +40.5% | +52.3% |
| 5Y | +64.4% | +23.6% | +40.8% | +46.3% |
| 10Y | +251.6% | +122.2% | +129.4% | +215.7% |
| All | +251.6% | +116.0% | +135.6% | +215.7% |
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