+267.8%
EMR vs CFG
+313.6%
-45.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +3.1% | +2.7% | +0.4% | +1.7% |
| 30D | -3.5% | -3.7% | +0.2% | -1.8% |
| 3M | +9.8% | +9.5% | +0.3% | +4.8% |
| 6M | +10.8% | +22.2% | -11.5% | +0.3% |
| YTD | +15.9% | +22.3% | -6.4% | +5.0% |
| 1Y | +16.4% | +39.4% | -23.0% | -1.4% |
| 3Y | +62.1% | +188.5% | -126.4% | -5.7% |
| 5Y | +62.9% | +101.5% | -38.6% | +7.6% |
| 10Y | +267.8% | +308.6% | -40.9% | +51.8% |
| All | +267.8% | +313.6% | -45.9% | +51.8% |
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