+90.2%
EMR vs CFG
+61.7%
+28.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.8% | +3.2% | -0.3% | +1.4% |
| 30D | +3.7% | +5.1% | -1.5% | +1.4% |
| 3M | +2.0% | -11.2% | +13.3% | +7.6% |
| 6M | +22.1% | +9.6% | +12.5% | +16.9% |
| YTD | +27.2% | +15.0% | +12.3% | +19.6% |
| 1Y | +32.0% | +29.9% | +2.2% | +17.7% |
| 3Y | +103.3% | +192.1% | -88.8% | +30.8% |
| All | +90.2% | +61.7% | +28.5% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling