+49.0%
CG vs EME
+240.3%
-191.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.1% |
| 7D | -6.4% | +2.7% | -9.2% | -7.4% |
| 30D | -7.1% | -6.8% | -0.3% | -4.7% |
| 3M | -1.6% | -8.8% | +7.2% | +1.0% |
| 6M | -8.3% | +5.0% | -13.3% | -12.2% |
| YTD | -23.8% | +23.5% | -47.3% | -33.4% |
| 1Y | -28.7% | +21.3% | -50.0% | -39.1% |
| All | +49.0% | +240.3% | -191.3% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling