+3,894.5%
EMR vs CAH
+14,665.6%
-10,771.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | +3.1% | +0.5% | +2.6% | +2.9% |
| 30D | -3.5% | +1.7% | -5.3% | -4.0% |
| 3M | +9.8% | +17.9% | -8.1% | +4.9% |
| 6M | +10.8% | +10.9% | -0.2% | +7.4% |
| YTD | +15.9% | +17.9% | -1.9% | +10.1% |
| 1Y | +16.4% | +61.7% | -45.3% | +0.9% |
| 3Y | +62.1% | +183.7% | -121.6% | +19.0% |
| 5Y | +62.9% | +401.3% | -338.4% | +1.5% |
| 10Y | +267.8% | +293.7% | -25.9% | +133.8% |
| All | +3,894.5% | +14,665.6% | -10,771.1% | +1,365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling