+61.7%
CF vs EME
+19.7%
+42.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -5.0% | -3.0% |
| 7D | +6.0% | +1.9% | +4.1% | +6.2% |
| 30D | +14.8% | -8.3% | +23.1% | +13.9% |
| 3M | +14.1% | -10.7% | +24.8% | +13.6% |
| 6M | +28.5% | +1.9% | +26.6% | +30.1% |
| YTD | +74.9% | +23.5% | +51.5% | +74.2% |
| 1Y | +61.7% | +18.0% | +43.7% | +63.7% |
| All | +61.7% | +19.7% | +42.0% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling