+899.8%
XLV vs CMS
+239.5%
+660.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -2.6% | +1.2% | -3.9% | -2.9% |
| 30D | +0.9% | -3.2% | +4.0% | +1.6% |
| 3M | +10.0% | -2.2% | +12.2% | +10.5% |
| 6M | +10.4% | -9.4% | +19.8% | +12.9% |
| YTD | +8.9% | +0.7% | +8.2% | +8.5% |
| 1Y | +23.4% | +0.4% | +23.0% | +23.0% |
| 3Y | +33.1% | +35.2% | -2.1% | +22.8% |
| 5Y | +33.3% | +24.1% | +9.1% | +24.9% |
| 10Y | +170.8% | +115.8% | +55.0% | +122.9% |
| All | +899.8% | +239.5% | +660.3% | +485.8% |
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