+103.2%
CB vs EMR
+80.8%
+22.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.2% | -1.6% | +1.8% | +0.5% |
| 30D | +9.1% | +2.0% | +7.1% | +8.6% |
| 3M | +3.4% | +3.8% | -0.4% | +2.5% |
| 6M | +14.1% | +10.5% | +3.6% | +11.3% |
| YTD | +18.0% | +23.7% | -5.7% | +11.1% |
| 1Y | +30.1% | +25.4% | +4.7% | +21.9% |
| 3Y | +71.8% | +86.6% | -14.8% | +35.1% |
| All | +103.2% | +80.8% | +22.4% | +60.1% |
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