+67.8%
CF vs EME
+216.1%
-148.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.1% |
| 7D | +4.8% | +8.4% | -3.6% | +4.9% |
| 30D | +4.7% | -11.5% | +16.2% | +4.6% |
| 3M | +7.4% | -20.6% | +28.1% | +7.4% |
| 6M | +0.6% | -28.5% | +29.1% | +1.1% |
| YTD | +64.1% | +8.0% | +56.1% | +60.8% |
| 1Y | +51.4% | +6.8% | +44.6% | +48.5% |
| 3Y | +67.8% | +213.9% | -146.1% | +52.7% |
| All | +67.8% | +216.1% | -148.3% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling