+350.2%
CG vs EME
+2,601.0%
-2,250.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.5% |
| 7D | -4.3% | +1.9% | -6.2% | -5.2% |
| 30D | -5.1% | -8.3% | +3.2% | -1.3% |
| 3M | +8.7% | -10.7% | +19.4% | +12.7% |
| 6M | -9.2% | +1.9% | -11.1% | -12.8% |
| YTD | -18.9% | +23.5% | -42.3% | -30.5% |
| 1Y | -25.6% | +18.0% | -43.6% | -36.3% |
| 3Y | +57.3% | +236.1% | -178.8% | -27.0% |
| 5Y | +10.2% | +527.9% | -517.7% | -64.1% |
| 10Y | +364.2% | +1,252.8% | -888.6% | -4.6% |
| All | +350.2% | +2,601.0% | -2,250.8% | -28.6% |
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