+267.8%
EMR vs CNH
+152.9%
+114.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.1% | +2.2% |
| 7D | +3.1% | +8.8% | -5.7% | -1.4% |
| 30D | -3.5% | +24.7% | -28.2% | -14.3% |
| 3M | +9.8% | +27.3% | -17.6% | -4.0% |
| 6M | +10.8% | +23.2% | -12.4% | -2.3% |
| YTD | +15.9% | +48.9% | -33.0% | -7.2% |
| 1Y | +16.4% | +19.4% | -3.0% | +3.5% |
| 3Y | +62.1% | +7.8% | +54.3% | +46.3% |
| 5Y | +62.9% | +8.7% | +54.2% | +39.4% |
| 10Y | +267.8% | +149.5% | +118.2% | +87.7% |
| All | +267.8% | +152.9% | +114.8% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling