+7,715.0%
CME vs EME
+5,342.7%
+2,372.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +3.9% | +8.4% | -4.4% | +1.0% |
| 30D | +11.3% | -11.5% | +22.8% | +15.3% |
| 3M | +19.6% | -20.6% | +40.2% | +27.8% |
| 6M | +8.1% | -28.5% | +36.6% | +17.8% |
| YTD | +20.4% | +8.0% | +12.4% | +10.9% |
| 1Y | +16.5% | +6.8% | +9.7% | +7.5% |
| 3Y | +66.4% | +213.9% | -147.5% | -9.4% |
| 5Y | +74.5% | +414.8% | -340.3% | -25.6% |
| 10Y | +308.5% | +916.9% | -608.5% | +17.6% |
| All | +7,715.0% | +5,342.7% | +2,372.3% | +870.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling