+719.7%
XLK vs CMS
+140.2%
+579.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.4% |
| 7D | +3.4% | +1.7% | +1.6% | +2.9% |
| 30D | -10.6% | +6.2% | -16.8% | -12.1% |
| 3M | -10.6% | +0.6% | -11.3% | -10.9% |
| 6M | -3.5% | -1.8% | -1.7% | -3.6% |
| YTD | +18.7% | +3.8% | +14.9% | +16.1% |
| 1Y | +19.4% | -1.8% | +21.2% | +18.8% |
| 3Y | +94.5% | +39.8% | +54.6% | +67.6% |
| 5Y | +111.2% | +37.1% | +74.1% | +80.5% |
| All | +719.7% | +140.2% | +579.4% | +517.6% |
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