+56.2%
EMR vs CNC
-0.4%
+56.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | -1.2% | -3.9% | +2.6% | -1.1% |
| 30D | -9.4% | +0.8% | -10.2% | -9.5% |
| 3M | +8.6% | +0.1% | +8.5% | +8.5% |
| 6M | +6.7% | +79.7% | -73.0% | +3.4% |
| YTD | +13.1% | +58.9% | -45.9% | +10.1% |
| 1Y | +12.7% | +109.1% | -96.4% | +8.8% |
| All | +56.2% | -0.4% | +56.6% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling