+57.9%
XLF vs CMS
+36.1%
+21.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +0.7% | -0.9% | +1.7% | +1.0% |
| 30D | +6.0% | +7.1% | -1.1% | +3.9% |
| 3M | +1.0% | -1.3% | +2.3% | +1.3% |
| 6M | +14.0% | -2.7% | +16.6% | +14.6% |
| YTD | +7.2% | +2.6% | +4.6% | +5.5% |
| 1Y | +11.6% | -2.0% | +13.6% | +11.6% |
| 3Y | +81.2% | +39.6% | +41.6% | +59.3% |
| 5Y | +57.9% | +35.3% | +22.6% | +39.4% |
| All | +57.9% | +36.1% | +21.8% | +39.4% |
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