+140.2%
CMS vs EME
+905.2%
-765.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +1.7% | +8.4% | -6.6% | +1.0% |
| 30D | +6.2% | -11.5% | +17.7% | +7.1% |
| 3M | +0.6% | -20.6% | +21.3% | +2.4% |
| 6M | -1.8% | -28.5% | +26.7% | +0.8% |
| YTD | +3.8% | +8.0% | -4.2% | +1.8% |
| 1Y | -1.8% | +6.8% | -8.5% | -3.7% |
| 3Y | +39.8% | +213.9% | -174.1% | +13.9% |
| 5Y | +37.1% | +414.8% | -377.7% | +1.4% |
| All | +140.2% | +905.2% | -765.0% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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