+280.4%
EMR vs CCI
+67.9%
+212.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.3% |
| 7D | +2.8% | +2.5% | +0.3% | +2.2% |
| 30D | +3.7% | +14.4% | -10.8% | -0.1% |
| 3M | +2.0% | +21.7% | -19.7% | -3.6% |
| 6M | +22.1% | +4.0% | +18.1% | +19.6% |
| YTD | +27.2% | +6.2% | +21.0% | +23.2% |
| 1Y | +32.0% | +5.4% | +26.6% | +28.2% |
| 3Y | +103.3% | +11.7% | +91.5% | +87.3% |
| 5Y | +88.2% | -35.6% | +123.8% | +108.3% |
| All | +280.4% | +67.9% | +212.4% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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