+19,963.1%
ETN vs CMS
+457.8%
+19,505.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | -7.9% | -3.6% | -4.3% | -7.0% |
| 3M | -1.6% | -1.9% | +0.3% | -1.5% |
| 6M | +16.9% | -11.0% | +27.9% | +20.0% |
| YTD | +30.1% | +0.2% | +29.9% | +29.3% |
| 1Y | +19.3% | -1.3% | +20.6% | +18.9% |
| 3Y | +82.5% | +35.9% | +46.6% | +64.3% |
| 5Y | +166.8% | +23.1% | +143.8% | +145.1% |
| 10Y | +649.7% | +117.9% | +531.8% | +484.8% |
| All | +19,963.1% | +457.8% | +19,505.2% | +10,704.1% |
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 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