+21.8%
CP vs EME
+249.1%
-227.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.8% |
| 7D | +2.4% | +5.2% | -2.7% | +1.8% |
| 30D | -0.5% | -5.4% | +4.8% | 0.0% |
| 3M | +1.4% | -6.1% | +7.5% | +2.1% |
| 6M | +10.3% | +9.7% | +0.7% | +8.4% |
| YTD | +24.3% | +26.6% | -2.3% | +19.2% |
| 1Y | +20.4% | +24.6% | -4.2% | +14.7% |
| 3Y | +21.8% | +249.6% | -227.8% | -3.5% |
| All | +21.8% | +249.1% | -227.3% | -3.5% |
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