+7,131.2%
CB vs EMR
+2,519.5%
+4,611.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.2% | -1.6% | +1.8% | +0.9% |
| 30D | +9.1% | +2.0% | +7.1% | +7.9% |
| 3M | +3.4% | +3.8% | -0.4% | +1.2% |
| 6M | +14.1% | +10.5% | +3.6% | +7.5% |
| YTD | +18.0% | +23.7% | -5.7% | +4.0% |
| 1Y | +30.1% | +25.4% | +4.7% | +13.7% |
| 3Y | +71.8% | +86.6% | -14.8% | +18.8% |
| 5Y | +101.8% | +83.0% | +18.8% | +38.7% |
| 10Y | +252.1% | +319.5% | -67.4% | +53.9% |
| All | +7,131.2% | +2,519.5% | +4,611.7% | +1,371.2% |
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 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