+66.4%
CME vs EMB
+29.8%
+36.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.7% |
| 7D | +3.9% | -0.9% | +4.9% | +3.8% |
| 30D | +11.3% | +0.4% | +11.0% | +11.4% |
| 3M | +19.6% | -3.1% | +22.7% | +18.7% |
| 6M | +8.1% | -2.1% | +10.1% | +7.6% |
| YTD | +20.4% | -1.1% | +21.5% | +20.0% |
| 1Y | +16.5% | -0.1% | +16.5% | +16.2% |
| 3Y | +66.4% | +29.6% | +36.9% | +78.3% |
| All | +66.4% | +29.8% | +36.7% | +78.3% |
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