+146.5%
EFA vs CMS
+140.2%
+6.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +2.2% | +1.7% | +0.5% | +1.8% |
| 30D | +1.4% | +6.2% | -4.8% | -0.3% |
| 3M | -4.2% | +0.6% | -4.8% | -4.4% |
| 6M | +1.9% | -1.8% | +3.7% | +2.1% |
| YTD | +10.2% | +3.8% | +6.3% | +8.5% |
| 1Y | +12.8% | -1.8% | +14.5% | +12.8% |
| 3Y | +65.2% | +39.8% | +25.4% | +47.4% |
| 5Y | +49.8% | +37.1% | +12.7% | +32.9% |
| All | +146.5% | +140.2% | +6.3% | +104.6% |
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