+5,331.8%
CF vs EME
+4,788.6%
+543.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.4% |
| 7D | -3.2% | -10.5% | +7.3% | +1.4% |
| 30D | +4.3% | -22.4% | +26.7% | +16.5% |
| 3M | +2.8% | -24.7% | +27.5% | +15.1% |
| 6M | +0.6% | -35.5% | +36.1% | +18.4% |
| YTD | +56.6% | -0.3% | +57.0% | +43.6% |
| 1Y | +49.6% | -6.7% | +56.3% | +41.4% |
| 3Y | +61.5% | +190.6% | -129.2% | -27.4% |
| 5Y | +124.0% | +367.3% | -243.3% | -27.0% |
| 10Y | +573.2% | +954.5% | -381.3% | +29.8% |
| All | +5,331.8% | +4,788.6% | +543.2% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling