+39.8%
CMS vs ETR
+155.2%
-115.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | +1.2% | +0.6% | +1.2% |
| 30D | +6.2% | +7.0% | -0.8% | +2.9% |
| 3M | +0.6% | +4.6% | -4.0% | -1.5% |
| 6M | -1.8% | +0.1% | -1.9% | -2.0% |
| YTD | +3.8% | +23.2% | -19.3% | -5.2% |
| 1Y | -1.8% | +20.6% | -22.4% | -9.6% |
| 3Y | +39.8% | +156.3% | -116.4% | -21.1% |
| All | +39.8% | +155.2% | -115.4% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling