+148.1%
EWY vs CMS
+26.5%
+121.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +8.0% | +1.2% | +6.8% | +7.9% |
| 30D | +14.3% | -3.2% | +17.5% | +14.6% |
| 3M | +2.3% | -2.2% | +4.5% | +2.0% |
| 6M | +49.9% | -9.4% | +59.3% | +51.3% |
| YTD | +95.3% | +0.7% | +94.7% | +93.5% |
| 1Y | +161.7% | +0.4% | +161.4% | +159.0% |
| 3Y | +230.2% | +35.2% | +195.0% | +203.9% |
| 5Y | +148.1% | +24.1% | +124.0% | +121.5% |
| All | +148.1% | +26.5% | +121.6% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling