+266.6%
EW vs CMS
+136.3%
+130.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +4.9% | -1.3% | +6.2% | +5.4% |
| 30D | +24.1% | +5.3% | +18.8% | +21.7% |
| 3M | +13.7% | -0.3% | +14.0% | +13.7% |
| 6M | +32.7% | -4.0% | +36.7% | +34.3% |
| YTD | +24.1% | +2.1% | +22.0% | +22.4% |
| 1Y | +23.6% | -4.7% | +28.3% | +25.1% |
| 3Y | +64.8% | +36.8% | +28.0% | +41.7% |
| 5Y | -8.8% | +34.9% | -43.6% | -22.0% |
| All | +266.6% | +136.3% | +130.3% | +198.3% |
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