+305.2%
CG vs EME
+1,362.1%
-1,057.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -3.9% |
| 7D | -9.9% | +3.5% | -13.4% | -11.5% |
| 30D | -11.7% | -6.3% | -5.3% | -9.1% |
| 3M | -4.3% | -3.8% | -0.5% | -4.4% |
| 6M | -8.8% | +8.5% | -17.3% | -15.3% |
| YTD | -26.9% | +27.8% | -54.7% | -38.6% |
| 1Y | -35.4% | +22.2% | -57.6% | -45.9% |
| 3Y | +43.0% | +253.5% | -210.4% | -36.8% |
| 5Y | +1.9% | +578.6% | -576.7% | -69.3% |
| All | +305.2% | +1,362.1% | -1,057.0% | -16.5% |
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 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