+140.2%
CMS vs ETR
+378.9%
-238.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | +1.2% | +0.6% | +1.0% |
| 30D | +6.2% | +7.0% | -0.8% | +1.6% |
| 3M | +0.6% | +4.6% | -4.0% | -2.3% |
| 6M | -1.8% | +0.1% | -1.9% | -2.0% |
| YTD | +3.8% | +23.2% | -19.3% | -10.1% |
| 1Y | -1.8% | +20.6% | -22.4% | -13.8% |
| 3Y | +39.8% | +156.3% | -116.4% | -29.9% |
| 5Y | +37.1% | +159.6% | -122.5% | -32.3% |
| All | +140.2% | +378.9% | -238.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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