+326.8%
CFG vs EME
+1,521.6%
-1,194.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.2% |
| 7D | +0.7% | -8.8% | +9.5% | +5.1% |
| 30D | +2.8% | -18.2% | +21.0% | +13.4% |
| 3M | -10.1% | -20.2% | +10.1% | -0.2% |
| 6M | +3.2% | -29.9% | +33.1% | +20.4% |
| YTD | +14.2% | +5.7% | +8.5% | +2.8% |
| 1Y | +27.4% | -1.5% | +28.9% | +19.2% |
| 3Y | +187.6% | +208.4% | -20.9% | +10.7% |
| 5Y | +65.7% | +401.9% | -336.2% | -56.3% |
| 10Y | +219.7% | +914.2% | -694.5% | -49.5% |
| All | +326.8% | +1,521.6% | -1,194.8% | -46.0% |
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