+105.9%
CB vs EMR
+87.7%
+18.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | 0.0% | +2.7% | -2.6% | -0.5% |
| 30D | +7.4% | +2.1% | +5.3% | +6.9% |
| 3M | +8.6% | +2.3% | +6.4% | +8.0% |
| 6M | +16.1% | +22.5% | -6.3% | +10.8% |
| YTD | +20.2% | +27.2% | -7.0% | +12.5% |
| 1Y | +27.2% | +28.0% | -0.8% | +18.7% |
| 3Y | +72.7% | +103.4% | -30.8% | +31.7% |
| 5Y | +105.9% | +88.2% | +17.8% | +61.7% |
| All | +105.9% | +87.7% | +18.2% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling