+220.7%
CF vs EME
+529.3%
-308.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 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