+4,283.7%
EMR vs CAG
+578.5%
+3,705.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +2.8% | -3.3% | +6.2% | +3.8% |
| 30D | +3.7% | +7.7% | -4.0% | +1.2% |
| 3M | +2.0% | -3.2% | +5.2% | +2.3% |
| 6M | +22.1% | +7.0% | +15.1% | +18.3% |
| YTD | +27.2% | -9.0% | +36.2% | +28.3% |
| 1Y | +32.0% | -9.6% | +41.6% | +33.3% |
| 3Y | +103.3% | -36.0% | +139.3% | +121.8% |
| 5Y | +88.2% | -40.9% | +129.1% | +108.1% |
| 10Y | +280.4% | -37.3% | +317.8% | +292.2% |
| All | +4,283.7% | +578.5% | +3,705.2% | +1,948.5% |
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