+272.2%
CME vs EME
+1,301.6%
-1,029.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.4% | +0.9% | -3.3% | -2.5% |
| 30D | +6.2% | -8.4% | +14.6% | +7.6% |
| 3M | +4.4% | -3.6% | +8.0% | +4.2% |
| 6M | -9.6% | +3.6% | -13.2% | -11.6% |
| YTD | +3.8% | +22.5% | -18.7% | -2.2% |
| 1Y | +9.5% | +18.2% | -8.7% | +2.9% |
| 3Y | +51.9% | +238.4% | -186.4% | +2.7% |
| 5Y | +78.7% | +550.5% | -471.8% | -4.5% |
| All | +272.2% | +1,301.6% | -1,029.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling