+74.9%
CB vs EME
+216.1%
-141.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.0% |
| 7D | +2.9% | +8.4% | -5.4% | +3.5% |
| 30D | +7.3% | -11.5% | +18.8% | +6.6% |
| 3M | +9.4% | -20.6% | +30.0% | +8.1% |
| 6M | +19.6% | -28.5% | +48.1% | +18.5% |
| YTD | +21.5% | +8.0% | +13.5% | +21.1% |
| 1Y | +28.0% | +6.8% | +21.2% | +27.6% |
| 3Y | +74.9% | +213.9% | -139.0% | +72.5% |
| All | +74.9% | +216.1% | -141.2% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling