-14.6%
EW vs CMS
+32.6%
-47.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | +11.0% | -1.3% | +12.3% | +11.4% |
| 30D | +19.1% | +6.3% | +12.8% | +17.1% |
| 3M | +14.4% | -2.1% | +16.4% | +14.8% |
| 6M | +22.8% | -5.1% | +27.9% | +24.3% |
| YTD | +19.8% | +1.3% | +18.6% | +18.8% |
| 1Y | +23.9% | -1.4% | +25.3% | +23.7% |
| 3Y | +52.2% | +36.9% | +15.3% | +34.5% |
| All | -14.6% | +32.6% | -47.1% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling