+146.6%
XLK vs CMS
+23.1%
+123.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +2.3% | +0.2% | +2.2% | +2.3% |
| 30D | +0.8% | -1.3% | +2.1% | +0.9% |
| 3M | +4.1% | -5.4% | +9.4% | +4.1% |
| 6M | +34.8% | -10.3% | +45.1% | +35.6% |
| YTD | +30.8% | -0.2% | +31.0% | +29.9% |
| 1Y | +42.4% | -0.9% | +43.2% | +41.3% |
| 3Y | +121.8% | +34.0% | +87.9% | +103.8% |
| 5Y | +146.6% | +23.6% | +123.1% | +131.3% |
| All | +146.6% | +23.1% | +123.5% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling