+1,117.7%
XLY vs CMS
+239.5%
+878.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.5% | +1.2% | -1.7% | -0.9% |
| 30D | -4.9% | -3.2% | -1.7% | -4.1% |
| 3M | -1.0% | -2.2% | +1.2% | -0.6% |
| 6M | 0.0% | -9.4% | +9.4% | +2.4% |
| YTD | -4.2% | +0.7% | -4.8% | -4.8% |
| 1Y | -2.7% | +0.4% | -3.0% | -3.3% |
| 3Y | +38.4% | +35.2% | +3.3% | +25.2% |
| 5Y | +28.9% | +24.1% | +4.8% | +18.5% |
| 10Y | +214.7% | +115.8% | +98.9% | +144.1% |
| All | +1,117.7% | +239.5% | +878.2% | +492.1% |
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