+164.4%
CMI vs EMB
+6.1%
+158.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | 0.0% |
| 7D | +0.8% | -1.1% | +1.9% | +2.0% |
| 30D | -12.8% | -1.1% | -11.7% | -11.8% |
| 3M | -12.4% | -0.8% | -11.7% | -11.7% |
| 6M | -0.9% | -0.1% | -0.8% | -0.5% |
| YTD | +8.9% | +0.4% | +8.4% | +8.8% |
| 1Y | +37.7% | +3.3% | +34.4% | +34.2% |
| 3Y | +148.9% | +29.0% | +119.8% | +103.3% |
| 5Y | +164.4% | +6.3% | +158.0% | +130.1% |
| All | +164.4% | +6.1% | +158.3% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling