+273.0%
EMR vs CNC
+99.9%
+173.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.3% |
| 7D | -0.4% | -0.9% | +0.5% | -0.2% |
| 30D | -6.8% | -1.0% | -5.8% | -6.7% |
| 3M | +7.5% | +4.5% | +2.9% | +6.1% |
| 6M | +9.9% | +85.2% | -75.4% | -4.8% |
| YTD | +16.0% | +61.4% | -45.4% | +2.8% |
| 1Y | +12.4% | +94.9% | -82.4% | -5.1% |
| 3Y | +60.2% | 0.0% | +60.2% | +49.0% |
| 5Y | +67.9% | +11.2% | +56.7% | +45.9% |
| All | +273.0% | +99.9% | +173.1% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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