+854.3%
EEM vs CMS
+2,597.1%
-1,742.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.3% | +0.4% | +2.0% | +2.1% |
| 30D | +4.5% | -3.6% | +8.1% | +6.4% |
| 3M | -0.1% | -1.9% | +1.9% | +0.2% |
| 6M | +16.9% | -11.0% | +27.9% | +22.8% |
| YTD | +26.2% | +0.2% | +26.0% | +24.6% |
| 1Y | +40.5% | -1.3% | +41.8% | +39.3% |
| 3Y | +86.2% | +35.9% | +50.2% | +52.4% |
| 5Y | +45.5% | +23.1% | +22.4% | +21.6% |
| 10Y | +128.6% | +117.9% | +10.7% | +23.3% |
| All | +854.3% | +2,597.1% | -1,742.8% | +55.1% |
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