+89.6%
EMR vs CG
-16.5%
+106.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.6% |
| 7D | +0.7% | +2.0% | -1.3% | -0.1% |
| 30D | +3.5% | +8.5% | -5.0% | -0.1% |
| 3M | +5.9% | -12.1% | +18.1% | +11.1% |
| 6M | +19.4% | -16.4% | +35.9% | +27.5% |
| YTD | +27.7% | -28.0% | +55.6% | +43.9% |
| 1Y | +30.9% | -18.9% | +49.8% | +40.7% |
| 3Y | +104.2% | +51.2% | +52.9% | +70.0% |
| 5Y | +89.6% | -15.9% | +105.5% | +83.9% |
| All | +89.6% | -16.5% | +106.1% | +83.9% |
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