+30.9%
EMR vs CF
+50.8%
-19.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -0.5% |
| 7D | +0.7% | +4.8% | -4.1% | +2.0% |
| 30D | +3.5% | +9.7% | -6.2% | +6.1% |
| 3M | +5.9% | +1.2% | +4.7% | +7.0% |
| 6M | +19.4% | +7.4% | +12.1% | +22.4% |
| YTD | +27.7% | +60.5% | -32.9% | +15.1% |
| 1Y | +30.9% | +50.7% | -19.8% | +19.6% |
| All | +30.9% | +50.8% | -19.9% | +19.6% |
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