+267.8%
EMR vs CI
+142.6%
+125.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +3.1% | -2.0% | +5.1% | +3.8% |
| 30D | -3.5% | -1.8% | -1.7% | -3.0% |
| 3M | +9.8% | -4.2% | +14.0% | +10.8% |
| 6M | +10.8% | +2.7% | +8.1% | +8.6% |
| YTD | +15.9% | +1.9% | +14.0% | +13.8% |
| 1Y | +16.4% | -6.3% | +22.7% | +16.4% |
| 3Y | +62.1% | +3.9% | +58.2% | +48.9% |
| 5Y | +62.9% | +41.9% | +21.0% | +25.6% |
| 10Y | +267.8% | +140.4% | +127.4% | +134.3% |
| All | +267.8% | +142.6% | +125.2% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling