+117.7%
CMS vs ET
+179.3%
-61.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | -2.8% | +4.6% | -7.4% | -3.1% |
| 3M | -7.1% | +16.0% | -23.2% | -8.0% |
| 6M | -10.0% | +22.8% | -32.9% | -11.3% |
| YTD | -0.9% | +38.9% | -39.8% | -3.0% |
| 1Y | -2.0% | +34.1% | -36.1% | -3.9% |
| 3Y | +33.0% | +98.8% | -65.8% | +26.9% |
| 5Y | +24.3% | +246.8% | -222.6% | +14.9% |
| All | +117.7% | +179.3% | -61.6% | +114.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling