+625.9%
CMS vs EMB
+132.1%
+493.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -3.6% | -0.3% | -3.3% | -3.4% |
| 3M | -1.9% | -0.4% | -1.5% | -1.7% |
| 6M | -11.0% | +0.1% | -11.1% | -11.1% |
| YTD | +0.2% | +1.6% | -1.4% | -0.7% |
| 1Y | -1.3% | +5.6% | -6.9% | -4.1% |
| 3Y | +35.9% | +29.8% | +6.1% | +19.1% |
| 5Y | +23.1% | +7.3% | +15.8% | +17.5% |
| 10Y | +117.9% | +30.4% | +87.5% | +91.0% |
| All | +625.9% | +132.1% | +493.8% | +499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling