+97.9%
EWT vs CMS
-1.9%
+99.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.8% |
| 7D | +4.0% | +0.4% | +3.6% | +4.1% |
| 30D | +10.3% | -3.6% | +13.9% | +9.2% |
| 3M | +6.1% | -1.9% | +8.0% | +4.4% |
| 6M | +56.6% | -11.0% | +67.6% | +54.2% |
| YTD | +76.6% | +0.2% | +76.4% | +76.0% |
| 1Y | +97.9% | -1.3% | +99.2% | +97.9% |
| All | +97.9% | -1.9% | +99.7% | +97.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling