+63.6%
EMR vs CAH
+392.8%
-329.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.0% |
| 7D | -1.2% | -5.1% | +3.8% | -0.1% |
| 30D | -9.4% | -1.8% | -7.7% | -9.1% |
| 3M | +8.6% | +9.4% | -0.8% | +6.5% |
| 6M | +6.7% | +9.2% | -2.6% | +4.5% |
| YTD | +13.1% | +15.7% | -2.6% | +9.0% |
| 1Y | +12.7% | +59.7% | -47.0% | -0.5% |
| 3Y | +58.1% | +178.5% | -120.4% | +15.4% |
| 5Y | +63.6% | +398.3% | -334.6% | -6.4% |
| All | +63.6% | +392.8% | -329.2% | -6.4% |
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