+301.5%
EMR vs CFG
+248.3%
+53.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +3.0% |
| 7D | +2.1% | +0.3% | +1.9% | +2.1% |
| 30D | +4.8% | +3.2% | +1.5% | +3.2% |
| 3M | +7.5% | -9.7% | +17.2% | +12.9% |
| 6M | +20.9% | +3.6% | +17.2% | +18.4% |
| YTD | +29.2% | +14.7% | +14.5% | +20.6% |
| 1Y | +33.0% | +29.6% | +3.4% | +17.0% |
| 3Y | +109.8% | +190.6% | -80.8% | +22.3% |
| 5Y | +91.9% | +67.1% | +24.9% | +40.1% |
| 10Y | +301.5% | +237.0% | +64.5% | +78.4% |
| All | +301.5% | +248.3% | +53.3% | +78.4% |
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