+280.0%
EMR vs CI
+147.8%
+132.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.0% |
| 7D | +0.7% | +2.6% | -1.9% | -0.2% |
| 30D | +3.5% | +7.3% | -3.8% | +0.8% |
| 3M | +5.9% | +9.5% | -3.6% | +2.2% |
| 6M | +19.4% | +6.4% | +13.0% | +15.5% |
| YTD | +27.7% | +12.0% | +15.7% | +20.8% |
| 1Y | +30.9% | +20.1% | +10.8% | +20.7% |
| 3Y | +104.2% | +9.6% | +94.6% | +84.3% |
| 5Y | +89.6% | +52.7% | +36.9% | +42.3% |
| 10Y | +280.0% | +150.3% | +129.8% | +140.4% |
| All | +280.0% | +147.8% | +132.2% | +140.4% |
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