+432.5%
EWZ vs CMS
+544.1%
-111.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +6.5% | +0.4% | +6.1% | +6.3% |
| 30D | +4.8% | -3.6% | +8.4% | +6.4% |
| 3M | +9.9% | -1.9% | +11.8% | +10.4% |
| 6M | +1.9% | -11.0% | +12.9% | +6.7% |
| YTD | +20.3% | +0.2% | +20.1% | +19.5% |
| 1Y | +35.6% | -1.3% | +36.9% | +35.4% |
| 3Y | +43.4% | +35.9% | +7.5% | +22.9% |
| 5Y | +55.9% | +23.1% | +32.9% | +36.8% |
| 10Y | +84.2% | +117.9% | -33.8% | +23.5% |
| All | +432.5% | +544.1% | -111.5% | +99.4% |
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 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