+465.5%
CMS vs ETR
+4,550.2%
-4,084.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.6% |
| 30D | +6.3% | +7.5% | -1.2% | +2.1% |
| 3M | -2.1% | +4.4% | -6.5% | -4.4% |
| 6M | -5.1% | -1.5% | -3.5% | -4.3% |
| YTD | +1.3% | +21.8% | -20.5% | -9.7% |
| 1Y | -1.4% | +18.4% | -19.8% | -10.7% |
| 3Y | +36.9% | +148.5% | -111.6% | -20.3% |
| 5Y | +32.5% | +152.6% | -120.1% | -23.6% |
| 10Y | +126.8% | +354.5% | -227.7% | -5.6% |
| All | +465.5% | +4,550.2% | -4,084.7% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling