+4,492.0%
COP vs EMR
+4,039.8%
+452.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.0% |
| 7D | +3.0% | -1.5% | +4.5% | +3.7% |
| 30D | +17.5% | -5.6% | +23.1% | +20.6% |
| 3M | +13.4% | +7.9% | +5.4% | +7.3% |
| 6M | +17.7% | +6.0% | +11.7% | +10.3% |
| YTD | +46.6% | +16.4% | +30.1% | +29.8% |
| 1Y | +44.6% | +16.6% | +28.0% | +27.1% |
| 3Y | +20.7% | +62.9% | -42.2% | -13.7% |
| 5Y | +185.0% | +60.1% | +125.0% | +104.0% |
| 10Y | +347.0% | +268.7% | +78.2% | +118.4% |
| All | +4,492.0% | +4,039.8% | +452.1% | +1,097.4% |
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