+140.4%
EFA vs CMS
+120.6%
+19.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.4% | -1.3% | -1.0% | -2.0% |
| 30D | -2.2% | -2.8% | +0.5% | -1.5% |
| 3M | +5.7% | -7.1% | +12.8% | +7.6% |
| 6M | +8.2% | -10.0% | +18.2% | +11.0% |
| YTD | +11.8% | -0.9% | +12.7% | +11.5% |
| 1Y | +18.3% | -2.0% | +20.3% | +18.3% |
| 3Y | +64.9% | +33.0% | +31.9% | +49.3% |
| 5Y | +52.4% | +24.3% | +28.1% | +39.3% |
| All | +140.4% | +120.6% | +19.8% | +100.2% |
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