+280.3%
EMR vs CFG
+214.3%
+66.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +2.7% | +1.6% | +1.0% | +1.9% |
| 30D | +2.1% | +3.3% | -1.2% | +0.5% |
| 3M | +2.3% | -11.5% | +13.8% | +8.5% |
| 6M | +22.5% | +6.2% | +16.3% | +18.5% |
| YTD | +27.2% | +14.3% | +12.9% | +19.0% |
| 1Y | +28.0% | +26.7% | +1.3% | +13.8% |
| 3Y | +103.4% | +187.8% | -84.3% | +19.2% |
| 5Y | +88.2% | +61.3% | +26.9% | +39.9% |
| All | +280.3% | +214.3% | +66.0% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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