+727.9%
EMR vs CF
+5,277.9%
-4,550.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.2% | -10.8% | -6.3% |
| 7D | -4.8% | +0.4% | -5.2% | -5.2% |
| 30D | +0.7% | +2.2% | -1.4% | -0.3% |
| 3M | +0.4% | +2.1% | -1.7% | -1.3% |
| 6M | +18.4% | -6.5% | +24.9% | +18.0% |
| YTD | +23.9% | +55.6% | -31.6% | +3.2% |
| 1Y | +24.7% | +42.3% | -17.6% | +6.5% |
| 3Y | +86.4% | +55.7% | +30.7% | +50.8% |
| 5Y | +83.3% | +122.4% | -39.1% | +25.0% |
| 10Y | +320.2% | +568.5% | -248.4% | +92.4% |
| All | +727.9% | +5,277.9% | -4,550.1% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling