+142.3%
CI vs EME
+1,301.6%
-1,159.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.3% | +0.9% | -2.3% | -1.6% |
| 30D | +3.1% | -8.4% | +11.5% | +5.3% |
| 3M | -4.5% | -3.6% | -0.9% | -4.9% |
| 6M | +8.3% | +3.6% | +4.7% | +4.9% |
| YTD | +3.8% | +22.5% | -18.7% | -4.8% |
| 1Y | -5.0% | +18.2% | -23.2% | -12.0% |
| 3Y | +5.8% | +238.4% | -232.6% | -36.9% |
| 5Y | +50.6% | +550.5% | -499.9% | -33.9% |
| All | +142.3% | +1,301.6% | -1,159.3% | -25.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling