+301.5%
EMR vs CI
+158.0%
+143.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +4.8% | +4.7% | +0.1% | +2.9% |
| 3M | +7.5% | +5.2% | +2.3% | +5.1% |
| 6M | +20.9% | +3.8% | +17.1% | +17.9% |
| YTD | +29.2% | +9.2% | +20.0% | +23.3% |
| 1Y | +33.0% | +14.3% | +18.7% | +24.8% |
| 3Y | +109.8% | +8.4% | +101.3% | +89.7% |
| 5Y | +91.9% | +50.0% | +41.9% | +44.9% |
| 10Y | +301.5% | +142.2% | +159.3% | +159.3% |
| All | +301.5% | +158.0% | +143.5% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling