+4.3%
EME vs CAPR
+90.5%
-86.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +26.5% | -23.2% | +3.3% |
| 7D | +4.3% | +25.8% | -21.5% | +4.3% |
| 30D | -14.4% | +50.2% | -64.6% | -14.4% |
| 3M | -18.3% | +185.5% | -203.8% | -18.3% |
| 6M | -28.3% | -64.8% | +36.5% | -28.1% |
| YTD | +9.2% | -61.1% | +70.3% | +9.6% |
| 1Y | +4.3% | +81.0% | -76.7% | +4.0% |
| All | +4.3% | +90.5% | -86.2% | +4.0% |
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