+913.8%
EMR vs CCI
+905.5%
+8.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | -5.6% | +2.7% | -8.3% | -6.1% |
| 3M | +7.9% | -18.2% | +26.1% | +11.1% |
| 6M | +6.0% | -14.8% | +20.8% | +8.2% |
| YTD | +16.4% | -12.6% | +29.0% | +18.2% |
| 1Y | +16.6% | -16.7% | +33.4% | +19.2% |
| 3Y | +62.9% | -10.5% | +73.4% | +62.7% |
| 5Y | +60.1% | -51.4% | +111.5% | +75.6% |
| 10Y | +268.7% | +20.0% | +248.7% | +249.0% |
| All | +913.8% | +905.5% | +8.3% | +589.0% |
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 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