+117.7%
CMS vs EME
+1,301.6%
-1,183.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.3% | +0.9% | -2.3% | -1.4% |
| 30D | -2.8% | -8.4% | +5.6% | -2.1% |
| 3M | -7.1% | -3.6% | -3.5% | -7.1% |
| 6M | -10.0% | +3.6% | -13.6% | -10.9% |
| YTD | -0.9% | +22.5% | -23.5% | -3.7% |
| 1Y | -2.0% | +18.2% | -20.2% | -4.9% |
| 3Y | +33.0% | +238.4% | -205.4% | +9.0% |
| 5Y | +24.3% | +550.5% | -526.3% | -9.5% |
| All | +117.7% | +1,301.6% | -1,183.8% | +44.9% |
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