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  • CF vs EME✓SelectedUSD · EMECF vs EME performance historyLatest closeAs of-3.24%09/04
Stock and ETF performance explorer

CF vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+220.7%
EME return
+529.3%
Excess return
-308.5%
Maximum drawdown
-48.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D-3.2%+1.7%-5.0%-3.4%
7D+6.0%+1.9%+4.1%+5.8%
30D+14.8%-8.3%+23.1%+15.6%
3M+14.1%-10.7%+24.8%+15.0%
6M+28.5%+1.9%+26.6%+27.1%
YTD+74.9%+23.5%+51.5%+67.5%
1Y+61.7%+18.0%+43.7%+54.9%
3Y+80.3%+236.1%-155.8%+32.1%
All+220.7%+529.3%-308.5%+82.7%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling