+216.8%
CB vs EMR
+268.7%
-51.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.6% | +3.1% | -3.7% | -1.7% |
| 30D | -3.9% | -3.5% | -0.4% | -2.8% |
| 3M | +4.9% | +9.8% | -4.9% | +0.6% |
| 6M | +3.3% | +10.8% | -7.5% | -2.2% |
| YTD | +8.5% | +15.9% | -7.4% | +0.2% |
| 1Y | +22.1% | +16.4% | +5.6% | +11.9% |
| 3Y | +70.1% | +62.1% | +8.0% | +29.4% |
| 5Y | +97.4% | +62.9% | +34.5% | +46.9% |
| 10Y | +216.8% | +267.8% | -50.9% | +63.2% |
| All | +216.8% | +268.7% | -51.8% | +63.2% |
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