+4,162.2%
EMR vs CI
+7,937.0%
-3,774.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +0.6% |
| 7D | -1.6% | -1.6% | 0.0% | -1.1% |
| 30D | +2.0% | +5.4% | -3.4% | +0.2% |
| 3M | +3.8% | +7.3% | -3.4% | +1.3% |
| 6M | +10.5% | +5.3% | +5.2% | +7.8% |
| YTD | +23.7% | +8.5% | +15.2% | +19.3% |
| 1Y | +25.4% | +17.1% | +8.3% | +18.0% |
| 3Y | +86.6% | +1.4% | +85.2% | +77.0% |
| 5Y | +83.0% | +50.5% | +32.5% | +51.3% |
| 10Y | +319.5% | +168.5% | +151.0% | +185.3% |
| All | +4,162.2% | +7,937.0% | -3,774.7% | +778.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling