-39.7%
CAG vs EME
+252.2%
-291.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.1% |
| 7D | -5.7% | +3.5% | -9.2% | -5.2% |
| 30D | -2.4% | -6.3% | +3.9% | -3.2% |
| 3M | +9.8% | -3.8% | +13.5% | +9.8% |
| 6M | -10.8% | +8.5% | -19.3% | -9.3% |
| YTD | -10.8% | +27.8% | -38.6% | -7.2% |
| 1Y | -19.0% | +22.2% | -41.2% | -15.8% |
| 3Y | -39.7% | +253.5% | -293.2% | -33.7% |
| All | -39.7% | +252.2% | -291.9% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling