+23.1%
C vs EME
+2.9%
+20.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +4.7% | +11.3% | -6.6% | +1.6% |
| 30D | +0.2% | -14.6% | +14.7% | +4.2% |
| 3M | -9.3% | -20.4% | +11.1% | -3.8% |
| 6M | -0.8% | -28.3% | +27.4% | +9.0% |
| YTD | +8.5% | +8.6% | -0.1% | -0.4% |
| 1Y | +23.1% | +3.2% | +19.9% | +15.0% |
| All | +23.1% | +2.9% | +20.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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