+280.3%
EMR vs CF
+478.3%
-198.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.4% |
| 7D | +2.7% | +5.4% | -2.7% | +1.2% |
| 30D | +2.1% | +6.5% | -4.4% | 0.0% |
| 3M | +2.3% | +4.6% | -2.4% | +0.1% |
| 6M | +22.5% | -3.3% | +25.8% | +21.6% |
| YTD | +27.2% | +63.9% | -36.7% | +2.7% |
| 1Y | +28.0% | +50.4% | -22.4% | +6.2% |
| 3Y | +103.4% | +68.2% | +35.2% | +57.1% |
| 5Y | +88.2% | +113.8% | -25.7% | +21.0% |
| All | +280.3% | +478.3% | -198.0% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling