+229.5%
EWY vs CMS
+140.2%
+89.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | +4.2% | +1.7% | +2.5% | +3.8% |
| 30D | -10.7% | +6.2% | -16.9% | -12.1% |
| 3M | -20.1% | +0.6% | -20.7% | -20.3% |
| 6M | -24.3% | -1.8% | -22.5% | -24.6% |
| YTD | +46.9% | +3.8% | +43.0% | +43.8% |
| 1Y | +55.2% | -1.8% | +57.0% | +54.4% |
| 3Y | +157.0% | +39.8% | +117.1% | +126.1% |
| 5Y | +98.9% | +37.1% | +61.8% | +73.4% |
| All | +229.5% | +140.2% | +89.3% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling