+243.0%
CB vs EMR
+319.4%
-76.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -2.0% |
| 7D | -1.5% | +2.1% | -3.6% | -2.3% |
| 30D | +6.5% | +4.8% | +1.8% | +4.6% |
| 3M | +4.1% | +7.5% | -3.4% | +1.0% |
| 6M | +14.4% | +20.9% | -6.5% | +5.5% |
| YTD | +17.5% | +29.2% | -11.7% | +4.0% |
| 1Y | +27.5% | +33.0% | -5.4% | +11.4% |
| 3Y | +71.6% | +109.8% | -38.2% | +16.6% |
| 5Y | +100.6% | +91.9% | +8.7% | +39.6% |
| 10Y | +243.0% | +301.5% | -58.5% | +74.8% |
| All | +243.0% | +319.4% | -76.4% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling