+280.6%
EMR vs CNH
+116.0%
+164.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.2% |
| 7D | -2.0% | +6.7% | -8.6% | -5.1% |
| 30D | +2.8% | +7.2% | -4.4% | -1.0% |
| 3M | +2.0% | +17.5% | -15.5% | -7.8% |
| 6M | +20.7% | +15.0% | +5.8% | +9.1% |
| YTD | +27.3% | +36.8% | -9.5% | +5.0% |
| 1Y | +31.0% | +27.6% | +3.4% | +11.6% |
| 3Y | +103.6% | +34.3% | +69.3% | +62.2% |
| 5Y | +88.6% | -12.2% | +100.8% | +79.2% |
| All | +280.6% | +116.0% | +164.5% | +121.2% |
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