+452.3%
EWT vs CMS
+140.2%
+312.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.1% |
| 7D | +9.1% | +1.7% | +7.4% | +8.9% |
| 30D | -12.2% | +6.2% | -18.4% | -13.0% |
| 3M | -9.4% | +0.6% | -10.0% | -9.6% |
| 6M | +2.7% | -1.8% | +4.4% | +2.6% |
| YTD | +53.3% | +3.8% | +49.4% | +51.6% |
| 1Y | +59.2% | -1.8% | +60.9% | +58.9% |
| 3Y | +157.1% | +39.8% | +117.3% | +138.0% |
| 5Y | +119.6% | +37.1% | +82.5% | +101.8% |
| All | +452.3% | +140.2% | +312.1% | +359.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling