+1,117.4%
XLI vs CMS
+237.9%
+879.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.1% | +0.4% | -1.4% | -1.2% |
| 30D | -5.9% | -3.6% | -2.3% | -4.9% |
| 3M | -0.3% | -1.9% | +1.7% | +0.1% |
| 6M | +0.1% | -11.0% | +11.1% | +3.4% |
| YTD | +13.6% | +0.2% | +13.4% | +13.1% |
| 1Y | +17.2% | -1.3% | +18.5% | +17.1% |
| 3Y | +68.2% | +35.9% | +32.3% | +51.3% |
| 5Y | +80.7% | +23.1% | +57.6% | +66.3% |
| 10Y | +253.3% | +117.9% | +135.3% | +172.8% |
| All | +1,117.4% | +237.9% | +879.6% | +518.9% |
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