+73.0%
CF vs EME
+237.8%
-164.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -5.0% | -3.2% |
| 7D | +6.0% | +1.9% | +4.1% | +6.0% |
| 30D | +14.8% | -8.3% | +23.1% | +14.9% |
| 3M | +14.1% | -10.7% | +24.8% | +14.5% |
| 6M | +28.5% | +1.9% | +26.6% | +28.2% |
| YTD | +74.9% | +23.5% | +51.5% | +71.2% |
| 1Y | +61.7% | +18.0% | +43.7% | +58.3% |
| All | +73.0% | +237.8% | -164.8% | +52.6% |
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