-35.8%
CBRS vs EME
-16.5%
-19.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -7.0% |
| 7D | +15.7% | +5.2% | +10.6% | +10.8% |
| 30D | -11.9% | -5.4% | -6.5% | -6.6% |
| 3M | -16.0% | -6.1% | -9.9% | -23.9% |
| All | -35.8% | -16.5% | -19.3% | -46.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling