+91.9%
EMR vs CCI
-37.5%
+129.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.6% |
| 7D | +2.1% | +0.9% | +1.2% | +2.0% |
| 30D | +4.8% | +10.3% | -5.5% | +3.0% |
| 3M | +7.5% | +17.9% | -10.4% | +4.4% |
| 6M | +20.9% | -0.5% | +21.3% | +20.6% |
| YTD | +29.2% | +2.7% | +26.5% | +27.6% |
| 1Y | +33.0% | +3.1% | +29.8% | +31.2% |
| 3Y | +109.8% | +8.0% | +101.8% | +97.5% |
| 5Y | +91.9% | -37.8% | +129.7% | +101.9% |
| All | +91.9% | -37.5% | +129.4% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling