+208.5%
CFG vs EME
+905.2%
-696.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +3.2% | +8.4% | -5.2% | -1.3% |
| 30D | +5.1% | -11.5% | +16.6% | +11.2% |
| 3M | -11.2% | -20.6% | +9.4% | -1.1% |
| 6M | +9.6% | -28.5% | +38.0% | +26.7% |
| YTD | +15.0% | +8.0% | +7.0% | +2.0% |
| 1Y | +29.9% | +6.8% | +23.1% | +15.6% |
| 3Y | +192.1% | +213.9% | -21.8% | +7.4% |
| 5Y | +62.3% | +414.8% | -352.5% | -60.2% |
| All | +208.5% | +905.2% | -696.6% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling