+121.8%
XLK vs CMS
+35.3%
+86.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.4% |
| 7D | +2.3% | +1.2% | +1.1% | +2.6% |
| 30D | -0.1% | -3.2% | +3.1% | -0.7% |
| 3M | +2.1% | -2.2% | +4.3% | +1.5% |
| 6M | +37.2% | -9.4% | +46.6% | +35.1% |
| YTD | +30.8% | +0.7% | +30.1% | +30.6% |
| 1Y | +42.6% | +0.4% | +42.3% | +42.4% |
| 3Y | +121.8% | +35.2% | +86.6% | +124.0% |
| All | +121.8% | +35.3% | +86.5% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling