+520.8%
EWT vs CMS
+116.0%
+404.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.1% | +0.2% | +2.0% | +2.1% |
| 30D | +9.4% | -1.3% | +10.7% | +9.6% |
| 3M | +10.9% | -5.4% | +16.3% | +11.6% |
| 6M | +57.9% | -10.3% | +68.3% | +60.3% |
| YTD | +75.9% | -0.2% | +76.1% | +75.1% |
| 1Y | +89.7% | -0.9% | +90.6% | +88.8% |
| 3Y | +200.9% | +34.0% | +166.9% | +179.3% |
| 5Y | +154.5% | +23.6% | +130.9% | +138.0% |
| 10Y | +520.8% | +122.2% | +398.5% | +386.9% |
| All | +520.8% | +116.0% | +404.8% | +386.9% |
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