+62.4%
EWY vs CMS
+1.4%
+61.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.1% |
| 7D | -8.3% | +4.1% | -12.4% | -6.1% |
| 30D | -20.5% | +10.9% | -31.4% | -16.3% |
| 3M | -11.1% | -0.2% | -10.9% | -10.9% |
| 6M | -7.0% | -4.7% | -2.3% | -6.2% |
| YTD | +56.5% | +3.9% | +52.6% | +55.4% |
| 1Y | +62.4% | +0.4% | +62.1% | +62.0% |
| All | +62.4% | +1.4% | +61.0% | +62.0% |
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