+6,781.2%
CME vs EME
+6,121.9%
+659.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -1.6% | +1.9% | -3.5% | -2.2% |
| 30D | +6.2% | -8.3% | +14.5% | +9.2% |
| 3M | +10.4% | -10.7% | +21.2% | +12.7% |
| 6M | -9.5% | +1.9% | -11.4% | -12.9% |
| YTD | +6.0% | +23.5% | -17.5% | -5.7% |
| 1Y | +9.3% | +18.0% | -8.7% | -2.9% |
| 3Y | +57.7% | +236.1% | -178.5% | -15.1% |
| 5Y | +77.7% | +527.9% | -450.2% | -29.1% |
| 10Y | +281.2% | +1,252.8% | -971.5% | -1.5% |
| All | +6,781.2% | +6,121.9% | +659.3% | +725.7% |
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