+23.9%
EW vs CMS
-0.8%
+24.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +11.0% | -0.5% | +11.5% | +11.1% |
| 30D | +19.1% | +7.2% | +11.9% | +17.9% |
| 3M | +14.4% | -1.3% | +15.6% | +14.3% |
| 6M | +22.8% | -4.3% | +27.1% | +23.7% |
| YTD | +19.8% | +2.1% | +17.7% | +19.4% |
| 1Y | +23.9% | -0.6% | +24.5% | +23.8% |
| All | +23.9% | -0.8% | +24.7% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling