+16.6%
EMR vs CF
+62.4%
-45.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +5.0% | +1.1% |
| 7D | -1.5% | +6.0% | -7.5% | -0.4% |
| 30D | -5.6% | +14.8% | -20.5% | -3.0% |
| 3M | +7.9% | +14.1% | -6.1% | +10.9% |
| 6M | +6.0% | +28.5% | -22.5% | +5.1% |
| YTD | +16.4% | +74.9% | -58.5% | +9.2% |
| 1Y | +16.6% | +61.7% | -45.1% | +10.3% |
| All | +16.6% | +62.4% | -45.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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