+139.9%
CI vs EME
+1,312.7%
-1,172.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.5% |
| 7D | -1.1% | +2.7% | -3.8% | -1.8% |
| 30D | +0.5% | -6.8% | +7.3% | +2.1% |
| 3M | -5.2% | -8.8% | +3.6% | -4.1% |
| 6M | +4.3% | +5.0% | -0.7% | +0.7% |
| YTD | +2.8% | +23.5% | -20.7% | -5.9% |
| 1Y | -5.8% | +21.3% | -27.1% | -13.4% |
| 3Y | +4.7% | +241.1% | -236.3% | -37.6% |
| 5Y | +42.7% | +549.2% | -506.5% | -37.2% |
| All | +139.9% | +1,312.7% | -1,172.8% | -25.9% |
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