+156.4%
EWT vs CMS
+26.5%
+129.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +8.2% | -3.2% | +11.4% | +8.3% |
| 3M | +11.1% | -2.2% | +13.3% | +10.8% |
| 6M | +60.4% | -9.4% | +69.9% | +61.0% |
| YTD | +75.6% | +0.7% | +74.9% | +74.8% |
| 1Y | +91.3% | +0.4% | +91.0% | +90.4% |
| 3Y | +200.3% | +35.2% | +165.1% | +188.2% |
| 5Y | +156.4% | +24.1% | +132.2% | +140.8% |
| All | +156.4% | +26.5% | +129.9% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling