+43.4%
XLK vs CMS
-1.9%
+45.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | +0.9% | +0.4% | +0.5% | +1.0% |
| 30D | +0.7% | -3.6% | +4.3% | -0.9% |
| 3M | -2.9% | -1.9% | -1.0% | -4.3% |
| 6M | +34.3% | -11.0% | +45.2% | +29.6% |
| YTD | +30.4% | +0.2% | +30.2% | +30.0% |
| 1Y | +43.4% | -1.3% | +44.7% | +42.8% |
| All | +43.4% | -1.9% | +45.2% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling