+89.6%
EMR vs CAH
+505.3%
-415.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +2.5% | +3.5% | -1.0% | +1.8% |
| 30D | +3.3% | +13.5% | -10.2% | +0.6% |
| 3M | +1.7% | +21.8% | -20.2% | -2.6% |
| 6M | +21.7% | +51.5% | -29.9% | +11.2% |
| YTD | +26.8% | +38.1% | -11.3% | +17.7% |
| 1Y | +31.6% | +37.7% | -6.2% | +22.2% |
| 3Y | +102.5% | +179.6% | -77.1% | +51.9% |
| All | +89.6% | +505.3% | -415.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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