+362.4%
CFG vs EME
+1,793.8%
-1,431.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.0% |
| 7D | +1.5% | +1.9% | -0.4% | +0.5% |
| 30D | -3.8% | -8.3% | +4.4% | +0.6% |
| 3M | +11.5% | -10.7% | +22.2% | +15.8% |
| 6M | +19.2% | +1.9% | +17.3% | +13.5% |
| YTD | +23.7% | +23.5% | +0.2% | +4.1% |
| 1Y | +38.8% | +18.0% | +20.9% | +16.3% |
| 3Y | +178.9% | +236.1% | -57.2% | +5.3% |
| 5Y | +101.8% | +527.9% | -426.1% | -52.9% |
| 10Y | +317.3% | +1,252.8% | -935.5% | -42.5% |
| All | +362.4% | +1,793.8% | -1,431.5% | -45.3% |
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 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