+897.6%
CCI vs EME
+18,539.7%
-17,642.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.5% |
| 7D | +0.2% | +5.2% | -5.0% | -1.3% |
| 30D | +0.5% | -5.4% | +5.9% | +1.8% |
| 3M | -16.3% | -6.1% | -10.2% | -16.4% |
| 6M | -13.9% | +9.7% | -23.6% | -18.4% |
| YTD | -12.4% | +26.6% | -39.0% | -20.8% |
| 1Y | -15.2% | +24.6% | -39.8% | -23.9% |
| 3Y | -9.9% | +249.6% | -259.5% | -45.0% |
| 5Y | -50.8% | +556.6% | -607.4% | -76.1% |
| 10Y | +18.3% | +1,286.6% | -1,268.3% | -59.0% |
| All | +897.6% | +18,539.7% | -17,642.1% | +30.0% |
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