+63.2%
CME vs EMB
+28.2%
+34.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +13.2% | +1.3% | +11.9% | +13.5% |
| 3M | +16.3% | -2.7% | +19.0% | +15.5% |
| 6M | +7.1% | -2.8% | +10.0% | +6.5% |
| YTD | +15.8% | -1.1% | +16.9% | +15.4% |
| 1Y | +17.1% | 0.0% | +17.1% | +16.7% |
| 3Y | +63.2% | +28.8% | +34.4% | +75.0% |
| All | +63.2% | +28.2% | +34.9% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling