-50.1%
CCI vs EME
+540.8%
-590.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -4.4% | +0.9% | -5.3% | -4.4% |
| 30D | +0.3% | -8.4% | +8.7% | +0.7% |
| 3M | -20.0% | -3.6% | -16.4% | -20.0% |
| 6M | -14.5% | +3.6% | -18.1% | -15.4% |
| YTD | -14.9% | +22.5% | -37.4% | -17.2% |
| 1Y | -17.7% | +18.2% | -35.9% | -20.0% |
| 3Y | -12.4% | +238.4% | -250.7% | -36.7% |
| 5Y | -50.1% | +550.5% | -600.7% | -72.3% |
| All | -50.1% | +540.8% | -590.9% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling