+21.3%
EME vs CAPR
+35.4%
-14.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -2.4% |
| 7D | +2.7% | -12.6% | +15.4% | +2.8% |
| 30D | -6.8% | +124.4% | -131.2% | -6.9% |
| 3M | -8.8% | -66.8% | +58.0% | -8.4% |
| 6M | +5.0% | -71.8% | +76.8% | +5.5% |
| YTD | +23.5% | -70.1% | +93.6% | +24.1% |
| 1Y | +21.3% | +33.3% | -12.0% | +24.6% |
| All | +21.3% | +35.4% | -14.1% | +24.6% |
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