+164.3%
EWY vs CMS
-1.9%
+166.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.5% |
| 7D | +4.8% | +0.4% | +4.4% | +5.0% |
| 30D | +11.7% | -3.6% | +15.3% | +9.5% |
| 3M | -7.4% | -1.9% | -5.5% | -9.6% |
| 6M | +40.6% | -11.0% | +51.5% | +39.4% |
| YTD | +94.3% | +0.2% | +94.1% | +94.1% |
| 1Y | +164.3% | -1.3% | +165.6% | +167.9% |
| All | +164.3% | -1.9% | +166.1% | +167.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling