+138.3%
EWT vs CMS
+37.2%
+101.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +3.7% |
| 7D | -11.7% | -0.5% | -11.2% | -11.8% |
| 30D | -23.2% | +7.2% | -30.4% | -22.6% |
| 3M | -12.5% | -1.3% | -11.2% | -12.5% |
| 6M | -5.9% | -4.3% | -1.6% | -6.2% |
| YTD | +40.5% | +2.1% | +38.4% | +40.3% |
| 1Y | +43.7% | -0.6% | +44.3% | +43.6% |
| All | +138.3% | +37.2% | +101.2% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling