+310.3%
CME vs EMB
+132.1%
+178.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +6.2% | -0.3% | +6.5% | +6.4% |
| 3M | +10.4% | -0.4% | +10.8% | +10.6% |
| 6M | -9.5% | +0.1% | -9.6% | -9.8% |
| YTD | +6.0% | +1.6% | +4.4% | +4.9% |
| 1Y | +9.3% | +5.6% | +3.7% | +6.0% |
| 3Y | +57.7% | +29.8% | +27.8% | +36.4% |
| 5Y | +77.7% | +7.3% | +70.4% | +70.7% |
| 10Y | +281.2% | +30.4% | +250.8% | +230.7% |
| All | +310.3% | +132.1% | +178.2% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling