+215.2%
XLY vs CMS
+118.9%
+96.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -4.2% | -4.1% | -0.1% | -3.0% |
| 3M | -2.7% | -7.1% | +4.4% | -0.8% |
| 6M | -0.6% | -10.1% | +9.4% | +2.1% |
| YTD | -5.0% | -1.7% | -3.3% | -5.1% |
| 1Y | -4.1% | -3.4% | -0.7% | -3.8% |
| 3Y | +33.6% | +31.6% | +2.0% | +19.7% |
| 5Y | +28.7% | +23.3% | +5.4% | +16.6% |
| All | +215.2% | +118.9% | +96.3% | +160.3% |
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