+129.5%
EWJ vs CMS
+528.8%
-399.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -10.2% | +7.2% | -17.4% | -11.7% |
| 3M | -7.2% | -1.3% | -6.0% | -7.1% |
| 6M | -3.2% | -4.3% | +1.1% | -2.6% |
| YTD | +9.9% | +2.1% | +7.8% | +8.9% |
| 1Y | +11.0% | -0.6% | +11.6% | +10.6% |
| 3Y | +57.3% | +38.0% | +19.3% | +44.1% |
| 5Y | +41.3% | +33.6% | +7.7% | +29.2% |
| 10Y | +117.5% | +128.6% | -11.1% | +71.6% |
| All | +129.5% | +528.8% | -399.3% | +18.9% |
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