+473.2%
CMS vs ETR
+4,602.4%
-4,129.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -0.9% | +1.7% | -2.7% | -1.9% |
| 30D | +7.1% | +8.7% | -1.7% | +2.1% |
| 3M | -1.3% | +4.9% | -6.2% | -3.9% |
| 6M | -2.7% | +0.8% | -3.4% | -3.2% |
| YTD | +2.6% | +23.1% | -20.5% | -9.1% |
| 1Y | -2.0% | +17.9% | -19.9% | -11.1% |
| 3Y | +39.6% | +154.5% | -114.9% | -19.9% |
| 5Y | +35.3% | +160.3% | -124.9% | -23.3% |
| 10Y | +132.3% | +366.9% | -234.6% | -4.7% |
| All | +473.2% | +4,602.4% | -4,129.2% | +12.9% |
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