+121.1%
EEM vs CME
+308.7%
-187.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | +2.7% | +3.9% | -1.3% | +1.7% |
| 30D | -5.4% | +11.3% | -16.7% | -7.9% |
| 3M | -8.6% | +19.6% | -28.2% | -12.8% |
| 6M | -8.9% | +8.1% | -17.0% | -11.0% |
| YTD | +11.9% | +20.4% | -8.5% | +5.4% |
| 1Y | +13.1% | +16.5% | -3.4% | +7.5% |
| 3Y | +70.7% | +66.4% | +4.2% | +42.7% |
| 5Y | +31.8% | +74.5% | -42.7% | +7.1% |
| All | +121.1% | +308.7% | -187.6% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling