+34.7%
CMS vs ETR
+152.2%
-117.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.6% |
| 30D | +6.3% | +7.5% | -1.2% | +1.9% |
| 3M | -2.1% | +4.4% | -6.5% | -4.5% |
| 6M | -5.1% | -1.5% | -3.5% | -4.4% |
| YTD | +1.3% | +21.8% | -20.5% | -10.3% |
| 1Y | -1.4% | +18.4% | -19.8% | -11.2% |
| 3Y | +36.9% | +148.5% | -111.6% | -28.4% |
| All | +34.7% | +152.2% | -117.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling