+5.6%
CNC vs EME
+575.5%
-569.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.8% | +1.3% |
| 7D | -0.9% | +3.5% | -4.4% | -1.2% |
| 30D | -1.0% | -6.3% | +5.4% | -0.6% |
| 3M | +4.5% | -3.8% | +8.3% | +4.7% |
| 6M | +85.2% | +8.5% | +76.7% | +82.7% |
| YTD | +61.4% | +27.8% | +33.6% | +56.3% |
| 1Y | +94.9% | +22.2% | +72.7% | +90.0% |
| 3Y | 0.0% | +253.5% | -253.5% | -21.2% |
| All | +5.6% | +575.5% | -569.9% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling