+485.8%
EWT vs CMS
+583.8%
-98.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.7% | +0.5% | -4.1% | -3.8% |
| 30D | -17.2% | +7.4% | -24.6% | -19.0% |
| 3M | -7.3% | +1.9% | -9.2% | -8.0% |
| 6M | -1.5% | -2.3% | +0.8% | -1.5% |
| YTD | +49.0% | +3.0% | +46.1% | +46.6% |
| 1Y | +50.6% | -2.8% | +53.4% | +50.5% |
| 3Y | +148.9% | +37.9% | +111.0% | +121.5% |
| 5Y | +116.1% | +34.0% | +82.1% | +91.1% |
| 10Y | +427.8% | +138.1% | +289.7% | +276.4% |
| All | +485.8% | +583.8% | -98.0% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling