+355.5%
EMR vs CG
+351.2%
+4.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.4% |
| 7D | -1.5% | -4.3% | +2.8% | +0.2% |
| 30D | -5.6% | -5.1% | -0.5% | -3.8% |
| 3M | +7.9% | +8.7% | -0.7% | +4.1% |
| 6M | +6.0% | -9.2% | +15.3% | +9.6% |
| YTD | +16.4% | -18.9% | +35.3% | +25.4% |
| 1Y | +16.6% | -25.6% | +42.3% | +29.3% |
| 3Y | +62.9% | +57.3% | +5.6% | +31.1% |
| 5Y | +60.1% | +10.2% | +49.9% | +40.4% |
| 10Y | +268.8% | +364.2% | -95.5% | +92.1% |
| All | +355.5% | +351.2% | +4.3% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling