+34.9%
XLV vs CMS
+22.8%
+12.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | -4.4% | -1.3% | -3.1% | -4.0% |
| 30D | -1.4% | -2.8% | +1.4% | -0.5% |
| 3M | +8.9% | -7.1% | +16.0% | +11.5% |
| 6M | +9.1% | -10.0% | +19.1% | +12.7% |
| YTD | +7.9% | -0.9% | +8.9% | +8.0% |
| 1Y | +22.7% | -2.0% | +24.7% | +23.2% |
| 3Y | +31.9% | +33.0% | -1.1% | +18.8% |
| 5Y | +34.9% | +24.3% | +10.6% | +23.4% |
| All | +34.9% | +22.8% | +12.0% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling