+761.8%
EEM vs CME
+6,997.4%
-6,235.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.6% |
| 7D | +0.7% | +2.5% | -1.8% | -0.3% |
| 30D | -6.2% | +13.9% | -20.1% | -11.2% |
| 3M | -5.2% | +22.4% | -27.6% | -13.0% |
| 6M | -8.1% | +12.9% | -21.0% | -13.9% |
| YTD | +14.0% | +19.6% | -5.6% | +3.7% |
| 1Y | +13.8% | +17.7% | -3.8% | +4.1% |
| 3Y | +73.7% | +65.3% | +8.4% | +35.1% |
| 5Y | +34.6% | +75.1% | -40.6% | +0.4% |
| 10Y | +123.6% | +305.8% | -182.2% | +8.9% |
| All | +761.8% | +6,997.4% | -6,235.7% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling