+83.4%
EMR vs CAPR
+142.6%
-59.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.2% |
| 7D | -1.6% | +41.1% | -42.6% | -2.0% |
| 30D | +2.0% | +11.1% | -9.1% | +1.8% |
| 3M | +3.8% | +115.3% | -111.5% | +2.6% |
| 6M | +10.5% | -73.8% | +84.3% | +11.4% |
| YTD | +23.7% | -68.8% | +92.5% | +24.2% |
| 1Y | +25.4% | +43.3% | -17.9% | +20.4% |
| 3Y | +86.6% | +214.7% | -128.1% | +65.0% |
| All | +83.4% | +142.6% | -59.2% | +60.8% |
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