+308.8%
EWY vs CMS
+116.0%
+192.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +6.7% | +0.2% | +6.5% | +6.6% |
| 30D | +17.0% | -1.3% | +18.2% | +17.3% |
| 3M | +3.7% | -5.4% | +9.0% | +4.6% |
| 6M | +42.5% | -10.3% | +52.8% | +45.7% |
| YTD | +96.2% | -0.2% | +96.5% | +94.4% |
| 1Y | +160.4% | -0.9% | +161.2% | +157.8% |
| 3Y | +231.7% | +34.0% | +197.7% | +194.3% |
| 5Y | +153.3% | +23.6% | +129.7% | +127.7% |
| 10Y | +308.8% | +122.2% | +186.6% | +192.9% |
| All | +308.8% | +116.0% | +192.9% | +192.9% |
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 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