+39.6%
CMS vs EME
+214.6%
-175.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.3% | -6.8% | +0.8% |
| 7D | -0.9% | -4.4% | +3.5% | -1.1% |
| 30D | +7.1% | -17.3% | +24.3% | +6.4% |
| 3M | -1.3% | -20.0% | +18.7% | -2.0% |
| 6M | -2.7% | -29.1% | +26.4% | -3.3% |
| YTD | +2.6% | +6.9% | -4.3% | +3.2% |
| 1Y | -2.0% | +0.8% | -2.8% | -1.7% |
| 3Y | +39.6% | +214.4% | -174.8% | +31.9% |
| All | +39.6% | +214.6% | -175.0% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling