+568.0%
CF vs EME
+933.6%
-365.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | 0.0% |
| 7D | -3.2% | -10.5% | +7.3% | 0.0% |
| 30D | +4.3% | -22.4% | +26.7% | +12.8% |
| 3M | +2.8% | -24.7% | +27.5% | +11.4% |
| 6M | +0.6% | -35.5% | +36.1% | +13.7% |
| YTD | +56.6% | -0.3% | +57.0% | +45.7% |
| 1Y | +49.6% | -6.7% | +56.3% | +42.7% |
| 3Y | +61.5% | +190.6% | -129.2% | -22.0% |
| 5Y | +124.0% | +367.3% | -243.3% | -21.9% |
| All | +568.0% | +933.6% | -365.6% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling