+4,298.5%
EMR vs CAG
+599.7%
+3,698.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.7% | +6.6% | -5.9% | -1.1% |
| 30D | +3.5% | +13.9% | -10.4% | -0.4% |
| 3M | +5.9% | +4.0% | +1.9% | +4.2% |
| 6M | +19.4% | +10.0% | +9.5% | +14.9% |
| YTD | +27.7% | -6.1% | +33.8% | +27.7% |
| 1Y | +30.9% | -4.3% | +35.2% | +30.1% |
| 3Y | +104.2% | -34.6% | +138.7% | +121.6% |
| 5Y | +89.6% | -39.4% | +129.1% | +108.4% |
| 10Y | +280.0% | -34.2% | +314.2% | +286.3% |
| All | +4,298.5% | +599.7% | +3,698.8% | +1,938.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling