+281.1%
CAG vs EME
+61,154.1%
-60,873.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.7% |
| 7D | -6.6% | +2.7% | -9.3% | -6.9% |
| 30D | +2.3% | -6.8% | +9.1% | +2.9% |
| 3M | +16.3% | -8.8% | +25.1% | +16.8% |
| 6M | -16.0% | +5.0% | -21.0% | -17.1% |
| YTD | -7.7% | +23.5% | -31.2% | -10.6% |
| 1Y | -16.0% | +21.3% | -37.3% | -19.0% |
| 3Y | -37.7% | +241.1% | -278.8% | -48.0% |
| 5Y | -41.2% | +549.2% | -590.4% | -55.1% |
| 10Y | -33.8% | +1,306.4% | -1,340.2% | -55.1% |
| All | +281.1% | +61,154.1% | -60,873.0% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling