+503.2%
CMI vs EMB
+30.3%
+472.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.7% | -1.2% | +0.5% | +0.5% |
| 30D | -12.4% | -1.3% | -11.1% | -11.3% |
| 3M | -14.8% | -1.8% | -13.0% | -13.2% |
| 6M | +0.8% | +0.2% | +0.6% | +0.9% |
| YTD | +10.2% | +0.4% | +9.8% | +10.2% |
| 1Y | +37.4% | +2.8% | +34.6% | +34.3% |
| 3Y | +153.3% | +29.1% | +124.1% | +100.4% |
| 5Y | +167.6% | +6.3% | +161.3% | +156.6% |
| All | +503.2% | +30.3% | +472.9% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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