+4,162.2%
EMR vs CMS
+463.7%
+3,698.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | +2.0% | +6.3% | -4.4% | +0.1% |
| 3M | +3.8% | -2.1% | +5.9% | +4.3% |
| 6M | +10.5% | -5.1% | +15.6% | +11.7% |
| YTD | +23.7% | +1.3% | +22.5% | +22.6% |
| 1Y | +25.4% | -1.4% | +26.8% | +25.2% |
| 3Y | +86.6% | +36.9% | +49.6% | +67.5% |
| 5Y | +83.0% | +32.5% | +50.5% | +64.8% |
| 10Y | +319.5% | +126.8% | +192.7% | +218.5% |
| All | +4,162.2% | +463.7% | +3,698.6% | +2,124.2% |
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