+8,055.0%
CB vs EME
+61,143.5%
-53,088.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.3% |
| 7D | +0.5% | +1.9% | -1.4% | 0.0% |
| 30D | -3.1% | -8.3% | +5.2% | -1.2% |
| 3M | +9.0% | -10.7% | +19.7% | +10.4% |
| 6M | +2.9% | +1.9% | +1.0% | +0.2% |
| YTD | +10.1% | +23.5% | -13.4% | +1.5% |
| 1Y | +22.8% | +18.0% | +4.8% | +13.1% |
| 3Y | +73.8% | +236.1% | -162.3% | +15.0% |
| 5Y | +99.2% | +527.9% | -428.7% | +9.2% |
| 10Y | +218.2% | +1,252.8% | -1,034.6% | +37.8% |
| All | +8,055.0% | +61,143.5% | -53,088.5% | +2,026.8% |
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 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