+15.0%
EEM vs CME
+19.8%
-4.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +1.3% |
| 7D | -3.0% | +4.8% | -7.8% | -1.5% |
| 30D | -10.3% | +14.2% | -24.5% | -6.4% |
| 3M | -6.6% | +17.9% | -24.6% | -1.5% |
| 6M | -3.4% | +7.2% | -10.6% | +0.7% |
| YTD | +13.2% | +16.7% | -3.5% | +18.3% |
| 1Y | +15.0% | +19.6% | -4.6% | +20.1% |
| All | +15.0% | +19.8% | -4.8% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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