-44.8%
COMP vs EME
+581.0%
-625.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | +1.4% | +1.9% | -0.5% | +0.6% |
| 30D | -13.3% | -8.3% | -5.1% | -10.3% |
| 3M | +41.1% | -10.7% | +51.9% | +46.2% |
| 6M | +17.2% | +1.9% | +15.3% | +13.9% |
| YTD | +5.2% | +23.5% | -18.3% | -7.7% |
| 1Y | +18.9% | +18.0% | +1.0% | +3.5% |
| 3Y | +215.9% | +236.1% | -20.2% | +29.8% |
| 5Y | -31.2% | +527.9% | -559.1% | -83.0% |
| All | -44.8% | +581.0% | -625.8% | -86.7% |
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