+7,418.1%
CME vs EMR
+1,084.8%
+6,333.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +0.9% | -1.6% | +2.5% | +1.6% |
| 30D | +13.2% | +2.0% | +11.2% | +11.8% |
| 3M | +16.3% | +3.8% | +12.5% | +13.5% |
| 6M | +7.1% | +10.5% | -3.4% | +0.4% |
| YTD | +15.8% | +23.7% | -7.9% | +1.0% |
| 1Y | +17.1% | +25.4% | -8.3% | +1.0% |
| 3Y | +63.2% | +86.6% | -23.4% | +7.3% |
| 5Y | +70.2% | +83.0% | -12.8% | +9.5% |
| 10Y | +337.0% | +319.5% | +17.5% | +55.4% |
| All | +7,418.1% | +1,084.8% | +6,333.3% | +1,434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling