+574.3%
CF vs EME
+1,278.1%
-703.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.1% |
| 7D | -0.9% | +5.2% | -6.1% | -2.7% |
| 30D | +18.1% | -5.4% | +23.4% | +19.9% |
| 3M | +23.4% | -6.1% | +29.5% | +23.7% |
| 6M | +17.1% | +9.7% | +7.4% | +9.0% |
| YTD | +76.2% | +26.6% | +49.7% | +53.3% |
| 1Y | +62.3% | +24.6% | +37.6% | +39.1% |
| 3Y | +71.8% | +249.6% | -177.8% | -19.6% |
| 5Y | +234.6% | +556.6% | -322.0% | +3.4% |
| 10Y | +574.3% | +1,286.6% | -712.4% | +35.2% |
| All | +574.3% | +1,278.1% | -703.8% | +35.2% |
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