+153.3%
CMI vs EME
+252.2%
-99.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -0.6% |
| 7D | -0.7% | +3.5% | -4.2% | -2.2% |
| 30D | -12.4% | -6.3% | -6.1% | -10.1% |
| 3M | -14.8% | -3.8% | -11.0% | -13.7% |
| 6M | +0.8% | +8.5% | -7.7% | -2.2% |
| YTD | +10.2% | +27.8% | -17.6% | +0.6% |
| 1Y | +37.4% | +22.2% | +15.2% | +25.5% |
| 3Y | +153.3% | +253.5% | -100.2% | +58.6% |
| All | +153.3% | +252.2% | -99.0% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling