+17,189.5%
ETN vs CMS
+478.1%
+16,711.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | +3.6% | +1.7% | +1.9% | +3.1% |
| 30D | -13.4% | +6.2% | -19.6% | -15.0% |
| 3M | -21.9% | +0.6% | -22.5% | -22.2% |
| 6M | -12.8% | -1.8% | -11.0% | -13.0% |
| YTD | +12.1% | +3.8% | +8.2% | +10.1% |
| 1Y | +0.8% | -1.8% | +2.6% | +0.5% |
| 3Y | +64.5% | +39.8% | +24.7% | +46.6% |
| 5Y | +121.7% | +37.1% | +84.6% | +97.3% |
| 10Y | +542.2% | +138.6% | +403.6% | +388.2% |
| All | +17,189.5% | +478.1% | +16,711.4% | +9,096.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling