+15.6%
EMR vs CCI
-16.2%
+31.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.2% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -5.0% | +2.1% | -7.1% | -5.0% |
| 3M | +5.9% | -17.8% | +23.8% | +8.4% |
| 6M | +7.3% | -14.2% | +21.5% | +8.9% |
| YTD | +14.6% | -13.3% | +27.9% | +15.0% |
| 1Y | +15.6% | -16.6% | +32.3% | +16.0% |
| All | +15.6% | -16.2% | +31.9% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling