+277.4%
EMR vs CG
+324.5%
-47.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | +0.6% |
| 7D | +0.9% | -6.4% | +7.3% | +3.9% |
| 30D | -5.0% | -7.1% | +2.1% | -2.1% |
| 3M | +5.9% | -1.6% | +7.5% | +6.3% |
| 6M | +7.3% | -8.3% | +15.7% | +10.8% |
| YTD | +14.6% | -23.8% | +38.4% | +27.7% |
| 1Y | +15.6% | -28.7% | +44.4% | +32.0% |
| 3Y | +60.2% | +49.2% | +11.0% | +27.6% |
| 5Y | +65.8% | +5.5% | +60.3% | +44.9% |
| 10Y | +277.4% | +331.2% | -53.8% | +85.7% |
| All | +277.4% | +324.5% | -47.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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