+89.1%
EMR vs CAG
-39.2%
+128.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.7% | +6.6% | -5.9% | +0.1% |
| 30D | +3.5% | +13.9% | -10.4% | +2.2% |
| 3M | +5.9% | +4.0% | +1.9% | +5.4% |
| 6M | +19.4% | +10.0% | +9.5% | +18.0% |
| YTD | +27.7% | -6.1% | +33.8% | +28.6% |
| 1Y | +30.9% | -4.3% | +35.2% | +31.5% |
| 3Y | +104.2% | -34.6% | +138.7% | +114.1% |
| All | +89.1% | -39.2% | +128.3% | +96.9% |
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