+3,982.8%
CAH vs EME
+61,154.1%
-57,171.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -2.2% | +2.7% | -5.0% | -2.8% |
| 30D | +1.2% | -6.8% | +8.0% | +2.4% |
| 3M | +13.1% | -8.8% | +21.9% | +14.1% |
| 6M | +8.5% | +5.0% | +3.5% | +5.9% |
| YTD | +17.6% | +23.5% | -5.9% | +10.9% |
| 1Y | +60.7% | +21.3% | +39.3% | +49.9% |
| 3Y | +183.2% | +241.1% | -57.9% | +105.1% |
| 5Y | +402.2% | +549.2% | -147.0% | +212.4% |
| 10Y | +302.3% | +1,306.4% | -1,004.1% | +108.7% |
| All | +3,982.8% | +61,154.1% | -57,171.2% | +1,449.0% |
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 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