+121.1%
EEM vs CMS
+140.2%
-19.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.7% |
| 7D | +2.7% | +1.7% | +0.9% | +2.3% |
| 30D | -5.4% | +6.2% | -11.6% | -6.6% |
| 3M | -8.6% | +0.6% | -9.3% | -8.8% |
| 6M | -8.9% | -1.8% | -7.1% | -8.9% |
| YTD | +11.9% | +3.8% | +8.1% | +10.4% |
| 1Y | +13.1% | -1.8% | +14.8% | +12.9% |
| 3Y | +70.7% | +39.8% | +30.8% | +55.5% |
| 5Y | +31.8% | +37.1% | -5.3% | +19.0% |
| All | +121.1% | +140.2% | -19.1% | +80.3% |
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