+179.2%
ETN vs CMS
+26.5%
+152.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.7% |
| 7D | +8.0% | +1.2% | +6.8% | +7.9% |
| 30D | -5.9% | -3.2% | -2.8% | -5.6% |
| 3M | +5.0% | -2.2% | +7.2% | +4.7% |
| 6M | +22.4% | -9.4% | +31.8% | +23.7% |
| YTD | +33.6% | +0.7% | +33.0% | +32.7% |
| 1Y | +22.1% | +0.4% | +21.8% | +21.2% |
| 3Y | +85.6% | +35.2% | +50.4% | +67.2% |
| 5Y | +179.2% | +24.1% | +155.1% | +150.1% |
| All | +179.2% | +26.5% | +152.7% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling