+101.5%
CFG vs EME
+565.5%
-464.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -2.0% |
| 7D | +2.7% | +5.2% | -2.5% | +0.8% |
| 30D | -3.7% | -5.4% | +1.7% | -1.9% |
| 3M | +9.5% | -6.1% | +15.6% | +10.6% |
| 6M | +22.2% | +9.7% | +12.6% | +15.4% |
| YTD | +22.3% | +26.6% | -4.3% | +8.1% |
| 1Y | +39.4% | +24.6% | +14.8% | +21.0% |
| 3Y | +188.5% | +249.6% | -61.1% | +33.7% |
| 5Y | +101.5% | +556.6% | -455.0% | -40.4% |
| All | +101.5% | +565.5% | -464.0% | -40.4% |
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