+271.2%
EW vs CMS
+140.2%
+131.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | +4.9% | +1.7% | +3.2% | +4.2% |
| 30D | +23.9% | +6.2% | +17.8% | +21.1% |
| 3M | +15.8% | +0.6% | +15.1% | +15.4% |
| 6M | +31.7% | -1.8% | +33.4% | +32.1% |
| YTD | +25.7% | +3.8% | +21.8% | +23.2% |
| 1Y | +24.4% | -1.8% | +26.2% | +24.5% |
| 3Y | +65.9% | +39.8% | +26.0% | +41.4% |
| 5Y | -7.6% | +37.1% | -44.7% | -21.5% |
| All | +271.2% | +140.2% | +131.0% | +200.3% |
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