+216.5%
EWY vs CMS
+134.3%
+82.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -10.2% | +0.5% | -10.7% | -10.3% |
| 30D | -21.5% | +7.4% | -28.9% | -23.0% |
| 3M | -14.7% | +1.9% | -16.5% | -15.2% |
| 6M | -26.8% | -2.3% | -24.5% | -27.0% |
| YTD | +43.2% | +3.0% | +40.2% | +40.5% |
| 1Y | +48.7% | -2.8% | +51.5% | +48.4% |
| 3Y | +147.9% | +37.9% | +110.0% | +119.0% |
| 5Y | +98.8% | +34.0% | +64.9% | +74.6% |
| 10Y | +216.5% | +138.1% | +78.4% | +137.6% |
| All | +216.5% | +134.3% | +82.2% | +137.6% |
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