+62.7%
EMR vs CAPR
+84.7%
-21.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | -1.5% | -2.0% | +0.5% | -1.5% |
| 30D | -5.6% | +139.2% | -144.8% | -6.8% |
| 3M | +7.9% | -66.4% | +74.3% | +8.5% |
| 6M | +6.0% | -63.1% | +69.2% | +6.4% |
| YTD | +16.4% | -67.4% | +83.9% | +17.0% |
| 1Y | +16.6% | +58.2% | -41.6% | +11.6% |
| 3Y | +62.9% | +42.2% | +20.7% | +48.2% |
| All | +62.7% | +84.7% | -21.9% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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