+274.8%
CG vs EME
+905.2%
-630.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.3% |
| 7D | +0.2% | +8.4% | -8.2% | -3.7% |
| 30D | +11.2% | -11.5% | +22.7% | +17.0% |
| 3M | -22.1% | -20.6% | -1.5% | -14.0% |
| 6M | -17.9% | -28.5% | +10.6% | -5.9% |
| YTD | -31.3% | +8.0% | -39.3% | -38.2% |
| 1Y | -24.0% | +6.8% | -30.7% | -31.3% |
| 3Y | +45.0% | +213.9% | -168.9% | -33.8% |
| 5Y | -22.6% | +414.8% | -437.4% | -73.9% |
| All | +274.8% | +905.2% | -630.3% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling