+649.5%
CMS vs EMB
+126.0%
+523.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +8.6% | +1.1% | +7.5% | +8.0% |
| 3M | -0.5% | -2.9% | +2.5% | +1.1% |
| 6M | -4.2% | -2.1% | -2.1% | -3.2% |
| YTD | +3.4% | -1.1% | +4.6% | +4.0% |
| 1Y | +0.4% | +0.3% | +0.1% | +0.2% |
| 3Y | +38.2% | +27.7% | +10.5% | +22.1% |
| 5Y | +35.4% | +6.0% | +29.4% | +30.1% |
| 10Y | +131.7% | +29.1% | +102.5% | +104.6% |
| All | +649.5% | +126.0% | +523.5% | +527.4% |
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