+643.4%
XLU vs CMS
+237.9%
+405.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.8% | +0.4% | +0.5% | +0.7% |
| 30D | -1.3% | -3.6% | +2.3% | +0.3% |
| 3M | -1.3% | -1.9% | +0.6% | -0.5% |
| 6M | -7.6% | -11.0% | +3.3% | -2.6% |
| YTD | +2.3% | +0.2% | +2.1% | +2.2% |
| 1Y | +5.8% | -1.3% | +7.1% | +6.4% |
| 3Y | +50.5% | +35.9% | +14.6% | +31.1% |
| 5Y | +44.1% | +23.1% | +21.0% | +31.6% |
| 10Y | +138.2% | +117.9% | +20.3% | +76.6% |
| All | +643.4% | +237.9% | +405.5% | +300.7% |
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