+125.6%
EEM vs CMS
+117.1%
+8.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +3.1% | +1.2% | +1.9% | +2.8% |
| 30D | +4.9% | -3.2% | +8.0% | +5.5% |
| 3M | +5.2% | -2.2% | +7.4% | +5.4% |
| 6M | +20.7% | -9.4% | +30.1% | +22.9% |
| YTD | +26.5% | +0.7% | +25.8% | +25.6% |
| 1Y | +37.8% | +0.4% | +37.5% | +36.8% |
| 3Y | +91.0% | +35.2% | +55.8% | +74.5% |
| 5Y | +47.0% | +24.1% | +22.9% | +35.7% |
| 10Y | +125.6% | +115.8% | +9.8% | +75.0% |
| All | +125.6% | +117.1% | +8.5% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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