+330.5%
CFG vs EME
+1,575.2%
-1,244.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.9% |
| 7D | -0.8% | +4.3% | -5.1% | -3.3% |
| 30D | +3.1% | -14.4% | +17.5% | +11.0% |
| 3M | -9.7% | -18.3% | +8.6% | -1.0% |
| 6M | +6.7% | -28.3% | +35.1% | +23.1% |
| YTD | +15.2% | +9.2% | +6.0% | +1.9% |
| 1Y | +28.8% | +4.3% | +24.5% | +16.7% |
| 3Y | +190.1% | +218.6% | -28.6% | +9.7% |
| 5Y | +63.4% | +421.0% | -357.7% | -57.8% |
| 10Y | +219.8% | +928.3% | -708.6% | -49.9% |
| All | +330.5% | +1,575.2% | -1,244.7% | -46.5% |
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