+29.2%
CB vs EME
-2.7%
+31.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.4% |
| 7D | +0.7% | -8.8% | +9.5% | -0.6% |
| 30D | +8.2% | -18.2% | +26.4% | +5.0% |
| 3M | +6.3% | -20.2% | +26.5% | +2.9% |
| 6M | +16.2% | -29.9% | +46.1% | +11.4% |
| YTD | +19.3% | +5.7% | +13.6% | +20.6% |
| 1Y | +29.2% | -1.5% | +30.7% | +29.8% |
| All | +29.2% | -2.7% | +31.9% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling