+280.0%
EMR vs CF
+494.2%
-214.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.9% |
| 7D | +0.7% | +4.8% | -4.1% | -0.8% |
| 30D | +3.5% | +9.7% | -6.2% | +0.5% |
| 3M | +5.9% | +1.2% | +4.7% | +4.5% |
| 6M | +19.4% | +7.4% | +12.1% | +14.6% |
| YTD | +27.7% | +60.5% | -32.9% | +3.7% |
| 1Y | +30.9% | +50.7% | -19.8% | +8.4% |
| 3Y | +104.2% | +64.8% | +39.4% | +58.6% |
| 5Y | +89.6% | +115.8% | -26.2% | +21.1% |
| 10Y | +280.0% | +481.0% | -201.0% | +57.9% |
| All | +280.0% | +494.2% | -214.2% | +57.9% |
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