+32.4%
XLY vs CMS
+33.6%
-1.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.9% | -1.3% | -2.5% | -3.8% |
| 30D | -6.1% | -2.8% | -3.3% | -5.9% |
| 3M | -1.2% | -7.1% | +6.0% | -0.7% |
| 6M | -1.8% | -10.0% | +8.3% | -1.0% |
| YTD | -5.9% | -0.9% | -4.9% | -6.1% |
| 1Y | -3.1% | -2.0% | -1.1% | -3.3% |
| All | +32.4% | +33.6% | -1.1% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling