+0.4%
CMS vs ET
+24.7%
-24.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +1.6% |
| 7D | +4.1% | -6.0% | +10.1% | +4.5% |
| 30D | +10.9% | -6.1% | +16.9% | +11.4% |
| 3M | -0.2% | -2.7% | +2.4% | -0.2% |
| 6M | -4.7% | +0.2% | -5.0% | -5.2% |
| YTD | +3.9% | +24.3% | -20.5% | +4.5% |
| 1Y | +0.4% | +26.4% | -26.0% | +1.4% |
| All | +0.4% | +24.7% | -24.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling