+248.8%
EW vs CMS
+137.8%
+111.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | +6.5% | -1.1% | +7.6% | +6.9% |
| 30D | +22.5% | +6.6% | +15.9% | +19.5% |
| 3M | +13.0% | +0.8% | +12.2% | +12.5% |
| 6M | +37.1% | -3.3% | +40.4% | +38.4% |
| YTD | +24.1% | +2.7% | +21.4% | +22.1% |
| 1Y | +24.2% | -4.0% | +28.3% | +25.4% |
| 3Y | +64.8% | +37.6% | +27.2% | +41.4% |
| 5Y | -7.4% | +35.4% | -42.9% | -21.0% |
| 10Y | +248.8% | +136.0% | +112.8% | +178.0% |
| All | +248.8% | +137.8% | +111.0% | +178.0% |
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