+287.5%
CAH vs EME
+1,362.1%
-1,074.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.6% |
| 7D | -5.1% | +3.5% | -8.6% | -5.9% |
| 30D | +0.2% | -6.3% | +6.5% | +1.5% |
| 3M | +6.3% | -3.8% | +10.0% | +6.2% |
| 6M | +9.4% | +8.5% | +0.9% | +5.3% |
| YTD | +15.0% | +27.8% | -12.9% | +5.9% |
| 1Y | +55.4% | +22.2% | +33.2% | +41.5% |
| 3Y | +173.8% | +253.5% | -79.6% | +65.1% |
| 5Y | +395.2% | +578.6% | -183.4% | +126.0% |
| All | +287.5% | +1,362.1% | -1,074.7% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling