+136.6%
XLU vs CMS
+120.6%
+16.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -1.2% | -1.3% | +0.1% | -0.1% |
| 30D | -2.5% | -2.8% | +0.2% | -0.3% |
| 3M | -2.7% | -7.1% | +4.4% | +3.2% |
| 6M | -7.5% | -10.0% | +2.6% | +0.7% |
| YTD | +0.9% | -0.9% | +1.9% | +1.4% |
| 1Y | +3.3% | -2.0% | +5.3% | +4.5% |
| 3Y | +47.3% | +33.0% | +14.3% | +14.3% |
| 5Y | +44.4% | +24.3% | +20.1% | +17.5% |
| All | +136.6% | +120.6% | +16.0% | +18.5% |
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