+249.6%
EME vs CAPR
+42.0%
+207.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.6% | +6.1% | +2.5% |
| 7D | +5.2% | -9.5% | +14.6% | +5.2% |
| 30D | -5.4% | +121.5% | -126.9% | -5.9% |
| 3M | -6.1% | -65.4% | +59.3% | -5.6% |
| 6M | +9.7% | -67.5% | +77.2% | +10.3% |
| YTD | +26.6% | -68.6% | +95.2% | +27.3% |
| 1Y | +24.6% | +42.7% | -18.0% | +21.5% |
| 3Y | +249.6% | +43.4% | +206.2% | +216.9% |
| All | +249.6% | +42.0% | +207.6% | +216.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling