+20.7%
EMR vs CG
-16.3%
+37.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -2.0% | -3.8% | +1.8% | -0.5% |
| 30D | +2.8% | +7.5% | -4.7% | 0.0% |
| 3M | +2.0% | -14.4% | +16.3% | +9.5% |
| 6M | +20.7% | -15.7% | +36.4% | +29.5% |
| All | +20.7% | -16.3% | +37.1% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling