+32.3%
EMR vs CAI
-14.7%
+47.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.4% |
| 7D | +2.8% | -8.7% | +11.5% | +3.8% |
| 30D | +3.7% | -23.8% | +27.5% | +6.4% |
| 3M | +2.0% | +3.9% | -1.8% | +1.4% |
| 6M | +22.1% | +56.8% | -34.7% | +14.9% |
| YTD | +27.2% | -14.6% | +41.8% | +26.0% |
| 1Y | +32.0% | -5.2% | +37.2% | +29.6% |
| All | +32.3% | -14.7% | +47.0% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling