+226.1%
EMR vs CFG
+396.4%
-170.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -1.5% | +1.5% | -3.1% | -2.2% |
| 30D | -5.6% | -3.8% | -1.8% | -3.8% |
| 3M | +7.9% | +11.5% | -3.5% | +2.3% |
| 6M | +6.0% | +19.2% | -13.2% | -2.6% |
| YTD | +16.4% | +23.7% | -7.3% | +5.1% |
| 1Y | +16.6% | +38.8% | -22.2% | -0.7% |
| 3Y | +62.9% | +178.9% | -116.0% | -2.7% |
| 5Y | +60.1% | +101.8% | -41.7% | +6.7% |
| 10Y | +268.8% | +317.3% | -48.5% | +57.8% |
| All | +226.1% | +396.4% | -170.2% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling