+22.6%
EFA vs CMS
-1.9%
+24.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | +0.9% | -3.6% | +4.5% | +0.9% |
| 3M | +4.9% | -1.9% | +6.8% | +4.3% |
| 6M | +8.6% | -11.0% | +19.5% | +9.4% |
| YTD | +14.6% | +0.2% | +14.4% | +15.2% |
| 1Y | +22.6% | -1.3% | +23.9% | +23.9% |
| All | +22.6% | -1.9% | +24.5% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling