+280.6%
CME vs EMR
+266.1%
+14.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.6% | +0.9% | -1.6% | -0.9% |
| 30D | +4.7% | -5.0% | +9.6% | +6.0% |
| 3M | +7.8% | +5.9% | +1.9% | +5.5% |
| 6M | -11.0% | +7.3% | -18.3% | -13.9% |
| YTD | +4.0% | +14.6% | -10.5% | -1.8% |
| 1Y | +9.1% | +15.6% | -6.5% | +2.2% |
| 3Y | +52.3% | +60.2% | -7.9% | +22.2% |
| 5Y | +76.1% | +65.8% | +10.3% | +36.5% |
| 10Y | +280.6% | +277.4% | +3.2% | +84.6% |
| All | +280.6% | +266.1% | +14.5% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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