+29.8%
EEM vs CMS
+32.6%
-2.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | -11.9% | +6.3% | -18.3% | -12.4% |
| 3M | -8.8% | -2.1% | -6.7% | -8.6% |
| 6M | -11.6% | -5.1% | -6.5% | -11.4% |
| YTD | +9.0% | +1.3% | +7.8% | +8.4% |
| 1Y | +10.6% | -1.4% | +12.0% | +10.3% |
| 3Y | +64.4% | +36.9% | +27.4% | +55.6% |
| All | +29.8% | +32.6% | -2.7% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling