+565.4%
EME vs CPB
-38.4%
+603.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.8% |
| 7D | +5.2% | -8.2% | +13.4% | +3.8% |
| 30D | -5.4% | -5.6% | +0.2% | -6.1% |
| 3M | -6.1% | +3.0% | -9.1% | -5.5% |
| 6M | +9.7% | -12.7% | +22.4% | +8.7% |
| YTD | +26.6% | -18.0% | +44.6% | +25.0% |
| 1Y | +24.6% | -31.7% | +56.4% | +21.7% |
| 3Y | +249.6% | -41.0% | +290.5% | +231.7% |
| All | +565.4% | -38.4% | +603.8% | +510.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling