+5,967.0%
CF vs EME
+5,956.1%
+10.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -5.0% | -4.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.0% |
| 30D | +14.8% | -8.3% | +23.1% | +19.1% |
| 3M | +14.1% | -10.7% | +24.8% | +16.8% |
| 6M | +28.5% | +1.9% | +26.6% | +20.6% |
| YTD | +74.9% | +23.5% | +51.5% | +47.3% |
| 1Y | +61.7% | +18.0% | +43.7% | +35.9% |
| 3Y | +80.3% | +236.1% | -155.8% | -23.0% |
| 5Y | +226.0% | +527.9% | -301.9% | -7.3% |
| 10Y | +569.9% | +1,252.8% | -682.9% | +15.7% |
| All | +5,967.0% | +5,956.1% | +10.9% | +381.6% |
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 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