+63.6%
EMR vs CMI
+163.4%
-99.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.8% |
| 7D | -1.2% | +0.8% | -2.1% | -1.7% |
| 30D | -9.4% | -12.8% | +3.3% | -1.8% |
| 3M | +8.6% | -12.4% | +21.0% | +16.8% |
| 6M | +6.7% | -0.9% | +7.6% | +5.8% |
| YTD | +13.1% | +8.9% | +4.2% | +5.4% |
| 1Y | +12.7% | +37.7% | -25.0% | -9.5% |
| 3Y | +58.1% | +148.9% | -90.8% | -13.3% |
| 5Y | +63.6% | +164.4% | -100.7% | -15.4% |
| All | +63.6% | +163.4% | -99.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 5y: compounded portfolio wealth divided by compounded CMI 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…
5y analysis · Full analysis span regression · 6 months rolling