+459.7%
CMS vs ETR
+4,412.2%
-3,952.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +0.4% | +1.4% | -1.1% | -0.4% |
| 30D | -3.6% | +1.0% | -4.6% | -4.1% |
| 3M | -1.9% | -1.3% | -0.7% | -1.3% |
| 6M | -11.0% | +1.9% | -12.9% | -12.2% |
| YTD | +0.2% | +18.2% | -18.0% | -9.1% |
| 1Y | -1.3% | +24.7% | -26.0% | -13.3% |
| 3Y | +35.9% | +150.7% | -114.7% | -21.3% |
| 5Y | +23.1% | +127.0% | -103.9% | -24.8% |
| 10Y | +117.9% | +295.5% | -177.5% | -2.3% |
| All | +459.7% | +4,412.2% | -3,952.6% | +12.8% |
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