+22.2%
EME vs CPB
-33.6%
+55.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.4% |
| 7D | +3.5% | -1.8% | +5.3% | +2.9% |
| 30D | -6.3% | -7.1% | +0.8% | -8.5% |
| 3M | -3.8% | -6.0% | +2.3% | -4.9% |
| 6M | +8.5% | -5.3% | +13.8% | +7.5% |
| YTD | +27.8% | -20.8% | +48.7% | +20.5% |
| 1Y | +22.2% | -33.8% | +56.1% | +11.5% |
| All | +22.2% | -33.6% | +55.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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