+10.0%
CME vs EMR
+16.5%
-6.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.1% |
| 7D | -2.9% | +3.1% | -5.9% | -2.6% |
| 30D | +5.5% | -3.5% | +9.1% | +5.2% |
| 3M | +11.0% | +9.8% | +1.2% | +11.8% |
| 6M | -9.7% | +10.8% | -20.5% | -8.7% |
| YTD | +4.9% | +15.9% | -11.1% | +7.6% |
| All | +10.0% | +16.5% | -6.5% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling