+800.3%
CMS vs ET
+1,435.0%
-634.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | -3.6% | +7.5% | -11.1% | -4.4% |
| 3M | -1.9% | +11.4% | -13.3% | -3.1% |
| 6M | -11.0% | +18.5% | -29.5% | -12.7% |
| YTD | +0.2% | +37.4% | -37.2% | -3.4% |
| 1Y | -1.3% | +30.9% | -32.3% | -4.4% |
| 3Y | +35.9% | +98.7% | -62.8% | +25.0% |
| 5Y | +23.1% | +230.7% | -207.6% | +6.1% |
| 10Y | +117.9% | +175.6% | -57.7% | +83.4% |
| All | +800.3% | +1,435.0% | -634.7% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling