+257.2%
XLI vs CMS
+116.0%
+141.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | -6.9% | -1.3% | -5.7% | -6.5% |
| 3M | -1.9% | -5.4% | +3.5% | -0.1% |
| 6M | +1.0% | -10.3% | +11.4% | +4.9% |
| YTD | +11.3% | -0.2% | +11.6% | +10.8% |
| 1Y | +15.8% | -0.9% | +16.7% | +15.3% |
| 3Y | +69.8% | +34.0% | +35.9% | +47.7% |
| 5Y | +80.9% | +23.6% | +57.3% | +60.7% |
| 10Y | +257.2% | +122.2% | +135.0% | +188.7% |
| All | +257.2% | +116.0% | +141.2% | +188.7% |
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