+60,787.5%
EME vs CPB
+154.4%
+60,633.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.3% |
| 7D | +1.9% | -8.6% | +10.5% | +3.5% |
| 30D | -8.3% | -7.2% | -1.0% | -7.2% |
| 3M | -10.7% | +0.9% | -11.6% | -11.7% |
| 6M | +1.9% | -11.8% | +13.7% | +3.3% |
| YTD | +23.5% | -19.4% | +42.9% | +26.9% |
| 1Y | +18.0% | -30.4% | +48.3% | +24.4% |
| 3Y | +236.1% | -40.2% | +276.3% | +256.5% |
| 5Y | +527.9% | -39.5% | +567.4% | +557.2% |
| 10Y | +1,252.8% | -47.4% | +1,300.2% | +1,303.3% |
| All | +60,787.5% | +154.4% | +60,633.1% | +48,025.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling