+223.5%
CB vs EME
+1,266.0%
-1,042.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | -0.5% | +2.7% | -3.3% | -1.2% |
| 30D | -3.1% | -6.8% | +3.7% | -1.7% |
| 3M | +4.2% | -8.8% | +13.0% | +5.1% |
| 6M | +4.7% | +5.0% | -0.3% | +1.2% |
| YTD | +8.8% | +23.5% | -14.7% | 0.0% |
| 1Y | +22.6% | +21.3% | +1.3% | +11.5% |
| 3Y | +70.6% | +241.1% | -170.4% | +1.2% |
| 5Y | +99.4% | +549.2% | -449.7% | -11.5% |
| 10Y | +223.5% | +1,306.4% | -1,082.9% | +6.8% |
| All | +223.5% | +1,266.0% | -1,042.5% | +6.8% |
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