+566.3%
XLP vs CMS
+250.3%
+316.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +3.0% |
| 7D | +5.9% | +4.1% | +1.8% | +4.9% |
| 30D | +13.5% | +10.9% | +2.6% | +10.7% |
| 3M | +8.4% | -0.2% | +8.7% | +8.4% |
| 6M | +11.5% | -4.7% | +16.3% | +12.8% |
| YTD | +20.6% | +3.9% | +16.8% | +19.4% |
| 1Y | +24.3% | +0.4% | +24.0% | +24.0% |
| 3Y | +45.1% | +38.8% | +6.3% | +33.7% |
| 5Y | +44.6% | +37.1% | +7.5% | +33.2% |
| 10Y | +133.1% | +132.7% | +0.4% | +92.6% |
| All | +566.3% | +250.3% | +316.0% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling