+34.0%
CMS vs ET
+210.8%
-176.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | +0.5% | -1.9% | +2.4% | +0.7% |
| 30D | +7.4% | -3.1% | +10.5% | +7.8% |
| 3M | +1.9% | -3.9% | +5.8% | +2.3% |
| 6M | -2.3% | +4.0% | -6.3% | -3.0% |
| YTD | +3.0% | +26.4% | -23.5% | -0.2% |
| 1Y | -2.8% | +24.9% | -27.7% | -5.7% |
| 3Y | +37.9% | +85.2% | -47.3% | +24.5% |
| 5Y | +34.0% | +218.3% | -184.3% | +18.0% |
| All | +34.0% | +210.8% | -176.8% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling