+155.6%
EWJ vs CMS
+517.2%
-361.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +3.3% | -3.6% | +6.9% | +4.1% |
| 3M | +5.0% | -1.9% | +6.9% | +5.2% |
| 6M | +11.5% | -11.0% | +22.5% | +14.2% |
| YTD | +22.4% | +0.2% | +22.2% | +21.9% |
| 1Y | +30.2% | -1.3% | +31.5% | +30.0% |
| 3Y | +72.8% | +35.9% | +36.9% | +58.8% |
| 5Y | +54.1% | +23.1% | +31.0% | +43.7% |
| 10Y | +140.6% | +117.9% | +22.7% | +92.1% |
| All | +155.6% | +517.2% | -361.7% | +33.1% |
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 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