+6,646.7%
CB vs EMR
+2,365.7%
+4,280.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.7% |
| 7D | +0.5% | -1.5% | +2.0% | +1.1% |
| 30D | -3.1% | -5.6% | +2.5% | -0.9% |
| 3M | +9.0% | +7.9% | +1.0% | +4.3% |
| 6M | +2.9% | +6.0% | -3.2% | -1.8% |
| YTD | +10.1% | +16.4% | -6.3% | 0.0% |
| 1Y | +22.8% | +16.6% | +6.2% | +10.8% |
| 3Y | +73.8% | +62.9% | +10.9% | +28.2% |
| 5Y | +99.2% | +60.1% | +39.1% | +45.7% |
| 10Y | +218.2% | +268.8% | -50.5% | +47.9% |
| All | +6,646.7% | +2,365.7% | +4,280.9% | +1,314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling