+705.3%
CMS vs EME
+61,143.5%
-60,438.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | +0.4% | +1.9% | -1.5% | +0.1% |
| 30D | -3.6% | -8.3% | +4.7% | -2.4% |
| 3M | -1.9% | -10.7% | +8.8% | -0.9% |
| 6M | -11.0% | +1.9% | -12.9% | -12.2% |
| YTD | +0.2% | +23.5% | -23.3% | -4.4% |
| 1Y | -1.3% | +18.0% | -19.3% | -5.9% |
| 3Y | +35.9% | +236.1% | -200.2% | +5.3% |
| 5Y | +23.1% | +527.9% | -504.8% | -15.7% |
| 10Y | +117.9% | +1,252.8% | -1,134.9% | +24.7% |
| All | +705.3% | +61,143.5% | -60,438.2% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling