+747.7%
EEM vs CMS
+2,662.3%
-1,914.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.6% |
| 7D | -0.1% | -0.9% | +0.8% | +0.3% |
| 30D | -8.6% | +7.1% | -15.7% | -11.9% |
| 3M | -7.0% | -1.3% | -5.7% | -6.7% |
| 6M | -9.7% | -2.7% | -7.0% | -9.5% |
| YTD | +12.1% | +2.6% | +9.5% | +9.0% |
| 1Y | +14.1% | -2.0% | +16.1% | +13.5% |
| 3Y | +72.1% | +39.6% | +32.5% | +38.9% |
| 5Y | +34.1% | +35.3% | -1.2% | +6.3% |
| 10Y | +109.6% | +132.3% | -22.7% | +8.4% |
| All | +747.7% | +2,662.3% | -1,914.5% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling