+508.9%
XLP vs CMS
+237.9%
+271.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -0.9% | -3.6% | +2.7% | 0.0% |
| 3M | +3.8% | -1.9% | +5.7% | +4.3% |
| 6M | -1.7% | -11.0% | +9.2% | +1.0% |
| YTD | +10.3% | +0.2% | +10.1% | +10.1% |
| 1Y | +7.8% | -1.3% | +9.1% | +8.0% |
| 3Y | +27.2% | +35.9% | -8.7% | +17.7% |
| 5Y | +32.5% | +23.1% | +9.4% | +25.1% |
| 10Y | +101.8% | +117.9% | -16.1% | +69.1% |
| All | +508.9% | +237.9% | +271.1% | +333.0% |
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 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