+76.1%
CME vs EME
+544.7%
-468.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | -0.6% | +2.7% | -3.4% | -0.7% |
| 30D | +4.7% | -6.8% | +11.5% | +4.8% |
| 3M | +7.8% | -8.8% | +16.7% | +8.0% |
| 6M | -11.0% | +5.0% | -16.0% | -11.5% |
| YTD | +4.0% | +23.5% | -19.5% | +2.4% |
| 1Y | +9.1% | +21.3% | -12.2% | +7.1% |
| 3Y | +52.3% | +241.1% | -188.8% | +25.8% |
| 5Y | +76.1% | +549.2% | -473.1% | +19.9% |
| All | +76.1% | +544.7% | -468.6% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling