-49.3%
COMP vs EME
+449.7%
-499.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.8% |
| 7D | +13.4% | -10.5% | +23.9% | +18.0% |
| 30D | +11.1% | -22.4% | +33.5% | +22.3% |
| 3M | -18.8% | -24.7% | +5.9% | -10.1% |
| 6M | +10.5% | -35.5% | +46.0% | +30.1% |
| YTD | -3.4% | -0.3% | -3.1% | -8.6% |
| 1Y | +19.7% | -6.7% | +26.4% | +16.6% |
| 3Y | +381.6% | +190.6% | +191.0% | +103.8% |
| 5Y | -17.6% | +367.3% | -384.9% | -77.8% |
| All | -49.3% | +449.7% | -499.0% | -86.8% |
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