+306.8%
CFG vs EME
+1,266.0%
-959.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +0.5% |
| 7D | -0.6% | +2.7% | -3.3% | -2.1% |
| 30D | -4.5% | -6.8% | +2.3% | -1.0% |
| 3M | +6.3% | -8.8% | +15.2% | +9.1% |
| 6M | +20.6% | +5.0% | +15.6% | +12.7% |
| YTD | +21.2% | +23.5% | -2.3% | +1.7% |
| 1Y | +38.2% | +21.3% | +16.9% | +13.3% |
| 3Y | +185.9% | +241.1% | -55.1% | +3.7% |
| 5Y | +97.0% | +549.2% | -452.2% | -57.5% |
| 10Y | +306.8% | +1,306.4% | -999.6% | -46.6% |
| All | +306.8% | +1,266.0% | -959.2% | -46.6% |
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 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