+555.7%
ETN vs CMS
+136.3%
+419.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | +10.1% | -1.3% | +11.4% | +10.5% |
| 30D | -15.9% | +5.3% | -21.2% | -17.4% |
| 3M | -21.7% | -0.3% | -21.4% | -21.8% |
| 6M | -10.1% | -4.0% | -6.0% | -9.7% |
| YTD | +14.0% | +2.1% | +11.9% | +12.0% |
| 1Y | -1.7% | -4.7% | +3.0% | -1.2% |
| 3Y | +67.9% | +36.8% | +31.1% | +44.1% |
| 5Y | +125.5% | +34.9% | +90.7% | +91.6% |
| All | +555.7% | +136.3% | +419.4% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling