+724.1%
EEM vs CMS
+2,625.4%
-1,901.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.2% |
| 30D | -11.9% | +6.3% | -18.3% | -14.8% |
| 3M | -8.8% | -2.1% | -6.7% | -8.1% |
| 6M | -11.6% | -5.1% | -6.5% | -10.3% |
| YTD | +9.0% | +1.3% | +7.8% | +6.7% |
| 1Y | +10.6% | -1.4% | +12.0% | +9.5% |
| 3Y | +64.4% | +36.9% | +27.4% | +34.0% |
| 5Y | +31.0% | +32.5% | -1.5% | +5.0% |
| 10Y | +105.6% | +126.8% | -21.2% | +7.9% |
| All | +724.1% | +2,625.4% | -1,901.3% | +32.9% |
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