-14.1%
CG vs EME
-3.1%
-11.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.6% | +14.2% | +5.8% |
| 7D | +9.4% | -5.8% | +15.2% | +10.0% |
| 30D | +8.7% | -17.9% | +26.6% | +11.9% |
| 3M | -15.0% | -22.0% | +7.0% | -11.8% |
| 6M | -13.2% | -29.7% | +16.5% | -7.5% |
| YTD | -26.2% | +4.7% | -30.9% | -31.8% |
| 1Y | -14.1% | -2.1% | -12.0% | -18.4% |
| All | -14.1% | -3.1% | -11.0% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling