+62.9%
EMR vs CG
+9.5%
+53.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.4% |
| 7D | +3.1% | -1.3% | +4.3% | +3.6% |
| 30D | -3.5% | -3.2% | -0.4% | -2.4% |
| 3M | +9.8% | +6.2% | +3.6% | +6.9% |
| 6M | +10.8% | -4.7% | +15.5% | +12.3% |
| YTD | +15.9% | -20.6% | +36.6% | +25.9% |
| 1Y | +16.4% | -26.4% | +42.8% | +29.5% |
| 3Y | +62.1% | +55.4% | +6.7% | +33.5% |
| 5Y | +62.9% | +9.8% | +53.1% | +39.5% |
| All | +62.9% | +9.5% | +53.4% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling