+65.5%
XLF vs CMS
+26.5%
+39.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.2% | +1.2% | -1.0% | -0.2% |
| 30D | -0.5% | -3.2% | +2.6% | +0.3% |
| 3M | +10.6% | -2.2% | +12.8% | +11.1% |
| 6M | +14.3% | -9.4% | +23.7% | +17.2% |
| YTD | +5.5% | +0.7% | +4.8% | +4.6% |
| 1Y | +9.6% | +0.4% | +9.2% | +8.6% |
| 3Y | +75.2% | +35.2% | +40.0% | +56.6% |
| 5Y | +65.5% | +24.1% | +41.4% | +48.5% |
| All | +65.5% | +26.5% | +39.0% | +48.5% |
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