+23.6%
CMS vs EME
+544.7%
-521.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +0.2% | +2.7% | -2.6% | +0.1% |
| 30D | -1.3% | -6.8% | +5.5% | -1.1% |
| 3M | -5.4% | -8.8% | +3.4% | -5.1% |
| 6M | -10.3% | +5.0% | -15.3% | -10.7% |
| YTD | -0.2% | +23.5% | -23.7% | -1.4% |
| 1Y | -0.9% | +21.3% | -22.2% | -2.3% |
| 3Y | +34.0% | +241.1% | -207.1% | +13.2% |
| 5Y | +23.6% | +549.2% | -525.6% | -10.7% |
| All | +23.6% | +544.7% | -521.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling