+487.0%
CF vs EME
+996.0%
-509.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.3% | -7.4% | -2.4% |
| 7D | -0.9% | -4.4% | +3.5% | +0.1% |
| 30D | +6.9% | -17.3% | +24.2% | +13.0% |
| 3M | +4.8% | -20.0% | +24.9% | +11.3% |
| 6M | +4.7% | -29.1% | +33.7% | +14.4% |
| YTD | +56.5% | +6.9% | +49.5% | +42.3% |
| 1Y | +48.4% | +0.8% | +47.7% | +37.9% |
| 3Y | +59.1% | +214.4% | -155.3% | -24.7% |
| 5Y | +109.5% | +404.2% | -294.6% | -28.2% |
| 10Y | +487.0% | +941.9% | -455.0% | +30.0% |
| All | +487.0% | +996.0% | -509.0% | +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 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