+1,011.5%
EMR vs CCI
+1,102.0%
-90.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +0.7% | +3.2% | -2.5% | +0.2% |
| 30D | +3.5% | +12.2% | -8.7% | +1.5% |
| 3M | +5.9% | +23.1% | -17.2% | +2.1% |
| 6M | +19.4% | +1.3% | +18.2% | +18.3% |
| YTD | +27.7% | +4.5% | +23.2% | +25.5% |
| 1Y | +30.9% | +2.3% | +28.6% | +29.1% |
| 3Y | +104.2% | +9.8% | +94.4% | +96.8% |
| 5Y | +89.6% | -36.5% | +126.1% | +98.7% |
| 10Y | +280.0% | +64.7% | +215.3% | +241.6% |
| All | +1,011.5% | +1,102.0% | -90.5% | +631.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling