+135.1%
EWJ vs CMS
+534.2%
-399.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -7.6% | +7.4% | -15.1% | -9.2% |
| 3M | -5.9% | +1.9% | -7.8% | -6.4% |
| 6M | -1.5% | -2.3% | +0.9% | -1.3% |
| YTD | +12.6% | +3.0% | +9.6% | +11.3% |
| 1Y | +12.7% | -2.8% | +15.4% | +12.9% |
| 3Y | +63.1% | +37.9% | +25.2% | +49.4% |
| 5Y | +48.2% | +34.0% | +14.3% | +35.5% |
| 10Y | +123.1% | +138.1% | -15.0% | +74.5% |
| All | +135.1% | +534.2% | -399.2% | +21.5% |
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