+7,232.4%
EW vs CMS
+723.5%
+6,508.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +6.8% | +1.7% | +5.1% | +6.3% |
| 30D | +16.6% | +8.6% | +8.0% | +14.3% |
| 3M | +13.3% | -0.5% | +13.8% | +13.4% |
| 6M | +21.6% | -4.2% | +25.8% | +22.6% |
| YTD | +18.3% | +3.4% | +14.8% | +16.9% |
| 1Y | +21.7% | +0.4% | +21.3% | +21.1% |
| 3Y | +50.3% | +38.2% | +12.1% | +37.4% |
| 5Y | -15.0% | +35.4% | -50.4% | -22.3% |
| 10Y | +237.5% | +131.7% | +105.8% | +173.4% |
| All | +7,232.4% | +723.5% | +6,508.8% | +3,605.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling