+124.6%
XLP vs CMS
+125.4%
-0.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.3% |
| 7D | +0.7% | -1.3% | +2.1% | +1.4% |
| 30D | +10.3% | +6.3% | +3.9% | +7.2% |
| 3M | +6.5% | -2.1% | +8.6% | +7.5% |
| 6M | +8.4% | -5.1% | +13.5% | +10.8% |
| YTD | +18.2% | +1.3% | +16.9% | +17.1% |
| 1Y | +22.4% | -1.4% | +23.8% | +22.7% |
| 3Y | +41.9% | +36.9% | +5.0% | +21.0% |
| 5Y | +40.9% | +32.5% | +8.3% | +20.3% |
| All | +124.6% | +125.4% | -0.9% | +52.2% |
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