+3,912.1%
EMR vs CAG
+604.9%
+3,307.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -1.5% | -3.8% | +2.3% | -0.5% |
| 30D | -5.6% | +3.1% | -8.8% | -6.5% |
| 3M | +7.9% | +23.5% | -15.5% | +1.1% |
| 6M | +6.0% | -14.8% | +20.9% | +9.9% |
| YTD | +16.4% | -5.4% | +21.9% | +16.8% |
| 1Y | +16.6% | -11.8% | +28.4% | +18.9% |
| 3Y | +62.9% | -36.7% | +99.5% | +79.1% |
| 5Y | +60.1% | -40.3% | +100.4% | +77.5% |
| 10Y | +268.7% | -37.0% | +305.8% | +280.7% |
| All | +3,912.1% | +604.9% | +3,307.2% | +1,765.1% |
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