+256.5%
EMR vs CFG
+362.1%
-105.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -2.0% | -0.8% | -1.2% | -1.5% |
| 30D | +2.8% | +3.1% | -0.3% | +1.4% |
| 3M | +2.0% | -9.7% | +11.7% | +7.0% |
| 6M | +20.7% | +6.7% | +14.0% | +16.6% |
| YTD | +27.3% | +15.2% | +12.1% | +18.8% |
| 1Y | +31.0% | +28.8% | +2.2% | +15.9% |
| 3Y | +103.6% | +190.1% | -86.5% | +20.2% |
| 5Y | +88.6% | +63.4% | +25.2% | +40.0% |
| 10Y | +280.6% | +219.8% | +60.9% | +82.0% |
| All | +256.5% | +362.1% | -105.6% | +47.8% |
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 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