+162.4%
XLU vs CMS
+140.2%
+22.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.8% |
| 7D | +2.1% | +1.7% | +0.4% | +0.7% |
| 30D | +5.6% | +6.2% | -0.6% | +0.4% |
| 3M | +0.7% | +0.6% | +0.1% | +0.1% |
| 6M | -0.1% | -1.8% | +1.7% | +1.1% |
| YTD | +5.3% | +3.8% | +1.5% | +1.7% |
| 1Y | +2.2% | -1.8% | +3.9% | +3.2% |
| 3Y | +61.6% | +39.8% | +21.8% | +20.3% |
| 5Y | +53.6% | +37.1% | +16.5% | +15.1% |
| All | +162.4% | +140.2% | +22.2% | +23.3% |
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 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