+644.2%
CMS vs EMB
+127.3%
+516.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | +6.6% | +1.1% | +5.5% | +6.0% |
| 3M | +0.8% | -2.0% | +2.8% | +1.9% |
| 6M | -3.3% | -1.9% | -1.4% | -2.4% |
| YTD | +2.7% | -0.5% | +3.2% | +2.9% |
| 1Y | -4.0% | +0.1% | -4.1% | -4.1% |
| 3Y | +37.6% | +29.7% | +7.9% | +20.6% |
| 5Y | +35.4% | +8.1% | +27.4% | +28.9% |
| 10Y | +136.0% | +36.3% | +99.8% | +104.0% |
| All | +644.2% | +127.3% | +516.9% | +521.1% |
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 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