+103.2%
EMR vs CI
+6.9%
+96.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +2.7% | -1.7% | +4.4% | +2.7% |
| 30D | +2.1% | +4.9% | -2.8% | +1.8% |
| 3M | +2.3% | +7.4% | -5.1% | +1.8% |
| 6M | +22.5% | +0.4% | +22.1% | +22.4% |
| YTD | +27.2% | +9.5% | +17.7% | +26.2% |
| 1Y | +28.0% | +12.0% | +16.1% | +26.8% |
| All | +103.2% | +6.9% | +96.3% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling