+395.7%
EFA vs CMS
+482.6%
-86.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +0.9% | -3.6% | +4.5% | +2.0% |
| 3M | +4.9% | -1.9% | +6.8% | +5.2% |
| 6M | +8.6% | -11.0% | +19.5% | +12.2% |
| YTD | +14.6% | +0.2% | +14.4% | +14.0% |
| 1Y | +22.6% | -1.3% | +23.9% | +22.4% |
| 3Y | +66.5% | +35.9% | +30.6% | +48.6% |
| 5Y | +54.5% | +23.1% | +31.5% | +40.7% |
| 10Y | +144.8% | +117.9% | +26.9% | +80.5% |
| All | +395.7% | +482.6% | -86.9% | +123.6% |
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 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