+76.6%
CB vs EMR
+63.1%
+13.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.0% |
| 7D | +0.5% | -1.5% | +2.0% | +0.6% |
| 30D | -3.1% | -5.6% | +2.5% | -2.8% |
| 3M | +9.0% | +7.9% | +1.0% | +8.3% |
| 6M | +2.9% | +6.0% | -3.2% | +2.3% |
| YTD | +10.1% | +16.4% | -6.3% | +8.3% |
| 1Y | +22.8% | +16.6% | +6.2% | +20.7% |
| All | +76.6% | +63.1% | +13.5% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling