+62.9%
EMR vs CAG
-40.6%
+103.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +3.1% | -5.3% | +8.3% | +3.7% |
| 30D | -3.5% | +1.0% | -4.5% | -3.7% |
| 3M | +9.8% | +17.4% | -7.6% | +7.4% |
| 6M | +10.8% | -16.8% | +27.6% | +13.8% |
| YTD | +15.9% | -6.8% | +22.7% | +16.9% |
| 1Y | +16.4% | -15.4% | +31.8% | +19.1% |
| 3Y | +62.1% | -37.1% | +99.2% | +72.0% |
| 5Y | +62.9% | -41.3% | +104.2% | +72.0% |
| All | +62.9% | -40.6% | +103.5% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling