+19.0%
EWZ vs CMS
+35.4%
-16.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | -24.5% | +6.3% | -30.8% | -25.6% |
| 3M | -10.7% | -2.1% | -8.6% | -10.4% |
| 6M | -19.1% | -5.1% | -14.0% | -18.4% |
| YTD | +1.6% | +1.3% | +0.4% | +0.9% |
| 1Y | +4.3% | -1.4% | +5.7% | +4.2% |
| 3Y | +19.0% | +36.9% | -18.0% | +3.4% |
| All | +19.0% | +35.4% | -16.4% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling