+47.0%
EEM vs CME
+77.1%
-30.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +3.1% | -2.9% | +6.0% | +3.2% |
| 30D | +4.9% | +5.5% | -0.7% | +4.6% |
| 3M | +5.2% | +11.0% | -5.7% | +4.7% |
| 6M | +20.7% | -9.7% | +30.4% | +22.5% |
| YTD | +26.5% | +4.9% | +21.6% | +25.5% |
| 1Y | +37.8% | +10.1% | +27.8% | +35.6% |
| 3Y | +91.0% | +53.5% | +37.5% | +72.3% |
| 5Y | +47.0% | +77.2% | -30.1% | +26.7% |
| All | +47.0% | +77.1% | -30.1% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling