+28.0%
EMR vs CAG
-10.4%
+38.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +2.7% | -6.2% | +8.8% | +2.5% |
| 30D | +2.1% | +7.4% | -5.3% | +2.2% |
| 3M | +2.3% | -1.6% | +3.9% | +2.4% |
| 6M | +22.5% | +6.3% | +16.2% | +23.4% |
| YTD | +27.2% | -10.1% | +37.3% | +29.9% |
| 1Y | +28.0% | -10.2% | +38.3% | +30.3% |
| All | +28.0% | -10.4% | +38.4% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling