+91.0%
EEM vs CME
+52.8%
+38.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | 0.0% |
| 7D | +3.1% | -2.9% | +6.0% | +2.6% |
| 30D | +4.9% | +5.5% | -0.7% | +5.8% |
| 3M | +5.2% | +11.0% | -5.7% | +7.4% |
| 6M | +20.7% | -9.7% | +30.4% | +20.9% |
| YTD | +26.5% | +4.9% | +21.6% | +27.7% |
| 1Y | +37.8% | +10.1% | +27.8% | +39.6% |
| 3Y | +91.0% | +53.5% | +37.5% | +89.3% |
| All | +91.0% | +52.8% | +38.2% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling