-2.1%
EME vs CAPR
+47.4%
-49.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.3% | -17.9% | -9.6% |
| 7D | -5.8% | +43.2% | -49.0% | -5.8% |
| 30D | -17.9% | +14.7% | -32.6% | -17.9% |
| 3M | -22.0% | +113.9% | -135.9% | -22.0% |
| 6M | -29.7% | -73.4% | +43.7% | -29.4% |
| YTD | +4.7% | -69.1% | +73.8% | +5.1% |
| 1Y | -2.1% | +47.2% | -49.3% | -2.7% |
| All | -2.1% | +47.4% | -49.6% | -2.7% |
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