+38.4%
CP vs EME
+216.1%
-177.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +2.1% | +8.4% | -6.2% | +1.4% |
| 30D | +9.3% | -11.5% | +20.8% | +10.4% |
| 3M | +0.5% | -20.6% | +21.1% | +2.6% |
| 6M | +10.4% | -28.5% | +38.9% | +14.6% |
| YTD | +28.7% | +8.0% | +20.7% | +25.2% |
| 1Y | +33.2% | +6.8% | +26.4% | +29.7% |
| 3Y | +38.4% | +213.9% | -175.5% | +12.1% |
| All | +38.4% | +216.1% | -177.7% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling