+422.3%
XLF vs CMS
+237.9%
+184.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | +0.2% | -3.6% | +3.8% | +1.5% |
| 3M | +11.7% | -1.9% | +13.6% | +12.3% |
| 6M | +13.8% | -11.0% | +24.8% | +18.4% |
| YTD | +7.0% | +0.2% | +6.8% | +6.3% |
| 1Y | +9.1% | -1.3% | +10.5% | +8.9% |
| 3Y | +75.6% | +35.9% | +39.7% | +53.7% |
| 5Y | +66.4% | +23.1% | +43.3% | +49.5% |
| 10Y | +250.3% | +117.9% | +132.4% | +149.1% |
| All | +422.3% | +237.9% | +184.4% | +123.3% |
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