+83.4%
EMR vs CF
+120.6%
-37.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.6% | -3.2% | +1.6% | -1.3% |
| 30D | +2.0% | +4.3% | -2.4% | +1.5% |
| 3M | +3.8% | +2.8% | +1.0% | +3.2% |
| 6M | +10.5% | +0.6% | +9.9% | +9.7% |
| YTD | +23.7% | +56.6% | -32.9% | +11.5% |
| 1Y | +25.4% | +49.6% | -24.2% | +13.9% |
| 3Y | +86.6% | +61.5% | +25.1% | +64.2% |
| All | +83.4% | +120.6% | -37.2% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling