+54.8%
EFA vs CMS
+26.5%
+28.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.2% | +1.2% | 0.0% | +0.9% |
| 30D | -0.7% | -3.2% | +2.4% | -0.1% |
| 3M | +6.4% | -2.2% | +8.6% | +6.6% |
| 6M | +11.4% | -9.4% | +20.8% | +13.5% |
| YTD | +14.0% | +0.7% | +13.3% | +13.3% |
| 1Y | +20.2% | +0.4% | +19.9% | +19.5% |
| 3Y | +68.2% | +35.2% | +33.0% | +54.2% |
| 5Y | +54.8% | +24.1% | +30.7% | +42.2% |
| All | +54.8% | +26.5% | +28.3% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling