+62.1%
EMR vs CCI
-10.9%
+73.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | -3.5% | +0.5% | -4.0% | -3.6% |
| 3M | +9.8% | -16.3% | +26.0% | +11.5% |
| 6M | +10.8% | -13.9% | +24.7% | +12.0% |
| YTD | +15.9% | -12.4% | +28.4% | +16.7% |
| 1Y | +16.4% | -15.2% | +31.6% | +17.5% |
| 3Y | +62.1% | -9.9% | +72.0% | +56.1% |
| All | +62.1% | -10.9% | +73.0% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling