+18.0%
EME vs CAPR
+48.7%
-30.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | +1.9% | -2.0% | +3.9% | +1.9% |
| 30D | -8.3% | +139.2% | -147.5% | -8.4% |
| 3M | -10.7% | -66.4% | +55.6% | -10.3% |
| 6M | +1.9% | -63.1% | +65.0% | +2.3% |
| YTD | +23.5% | -67.4% | +90.9% | +24.0% |
| 1Y | +18.0% | +58.2% | -40.3% | +22.0% |
| All | +18.0% | +48.7% | -30.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling