+273.0%
EMR vs CAG
-36.2%
+309.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | -0.4% | -5.7% | +5.3% | +0.5% |
| 30D | -6.8% | -2.4% | -4.4% | -6.5% |
| 3M | +7.5% | +9.8% | -2.3% | +5.5% |
| 6M | +9.9% | -10.8% | +20.7% | +11.7% |
| YTD | +16.0% | -10.8% | +26.8% | +17.5% |
| 1Y | +12.4% | -19.0% | +31.4% | +15.7% |
| 3Y | +60.2% | -39.7% | +99.9% | +72.2% |
| 5Y | +67.9% | -43.0% | +110.8% | +81.8% |
| All | +273.0% | -36.2% | +309.2% | +281.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling