+32.5%
EMR vs CMS
-1.1%
+33.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.4% |
| 7D | +2.1% | -0.9% | +3.1% | +2.1% |
| 30D | +4.8% | +7.1% | -2.3% | +4.8% |
| 3M | +7.5% | -1.3% | +8.8% | +7.6% |
| 6M | +20.9% | -2.7% | +23.5% | +20.6% |
| YTD | +29.2% | +2.6% | +26.6% | +29.2% |
| All | +32.5% | -1.1% | +33.5% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling