+67.1%
CFG vs EME
+407.9%
-340.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.3% | -4.4% | +0.5% |
| 7D | +0.3% | -4.4% | +4.6% | +1.3% |
| 30D | +3.2% | -17.3% | +20.5% | +9.6% |
| 3M | -9.7% | -20.0% | +10.3% | -3.4% |
| 6M | +3.6% | -29.1% | +32.7% | +15.0% |
| YTD | +14.7% | +6.9% | +7.7% | +6.7% |
| 1Y | +29.6% | +0.8% | +28.8% | +23.3% |
| 3Y | +190.6% | +214.4% | -23.8% | +35.3% |
| 5Y | +67.1% | +404.2% | -337.1% | -45.4% |
| All | +67.1% | +407.9% | -340.8% | -45.4% |
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