+869.8%
EWY vs CMS
+599.1%
+270.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.5% |
| 7D | -10.4% | -0.5% | -9.9% | -10.2% |
| 30D | -25.4% | +7.2% | -32.6% | -27.5% |
| 3M | -16.5% | -1.3% | -15.3% | -16.4% |
| 6M | -24.7% | -4.3% | -20.4% | -24.5% |
| YTD | +40.9% | +2.1% | +38.9% | +37.9% |
| 1Y | +49.8% | -0.6% | +50.4% | +47.9% |
| 3Y | +134.8% | +38.0% | +96.8% | +102.0% |
| 5Y | +91.4% | +33.6% | +57.8% | +64.0% |
| 10Y | +204.3% | +128.6% | +75.7% | +105.0% |
| All | +869.8% | +599.1% | +270.6% | +257.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling