+15.6%
EMR vs CG
-29.3%
+45.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.2% |
| 6M | +7.3% | -8.3% | +15.7% | +10.6% |
| YTD | +14.6% | -23.8% | +38.4% | +27.2% |
| 1Y | +15.6% | -28.7% | +44.4% | +30.0% |
| All | +15.6% | -29.3% | +45.0% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling