+4,462.8%
CNC vs EME
+7,476.8%
-3,014.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | -3.9% | +0.9% | -4.8% | -4.2% |
| 30D | +0.8% | -8.4% | +9.2% | +3.2% |
| 3M | +0.1% | -3.6% | +3.7% | -0.2% |
| 6M | +79.7% | +3.6% | +76.1% | +73.7% |
| YTD | +58.9% | +22.5% | +36.4% | +44.6% |
| 1Y | +109.1% | +18.2% | +91.0% | +90.9% |
| 3Y | 0.0% | +238.4% | -238.4% | -40.1% |
| 5Y | +9.5% | +550.5% | -541.0% | -49.2% |
| 10Y | +95.7% | +1,295.3% | -1,199.6% | -35.0% |
| All | +4,462.8% | +7,476.8% | -3,014.0% | +548.4% |
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