+2,664.1%
EME vs CAPR
-99.1%
+2,763.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 3M | -10.7% | -66.4% | +55.6% | -10.4% |
| 6M | +1.9% | -63.1% | +65.0% | +2.2% |
| YTD | +23.5% | -67.4% | +90.9% | +23.9% |
| 1Y | +18.0% | +58.2% | -40.3% | +14.3% |
| 3Y | +236.1% | +42.2% | +193.9% | +222.1% |
| 5Y | +527.9% | +87.3% | +440.6% | +497.5% |
| 10Y | +1,252.8% | -75.3% | +1,328.0% | +1,159.1% |
| All | +2,664.1% | -99.1% | +2,763.2% | +2,529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling