+16.6%
EMR vs CNH
+29.2%
-12.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.3% |
| 7D | -1.5% | +23.3% | -24.8% | -9.1% |
| 30D | -5.6% | +33.5% | -39.1% | -15.9% |
| 3M | +7.9% | +32.7% | -24.8% | -4.0% |
| 6M | +6.0% | +22.2% | -16.2% | -2.7% |
| YTD | +16.4% | +57.7% | -41.2% | -4.3% |
| 1Y | +16.6% | +28.0% | -11.4% | +0.3% |
| All | +16.6% | +29.2% | -12.6% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling