+301.5%
EMR vs CNH
+134.0%
+167.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.9% | -6.5% | -0.8% |
| 7D | +2.1% | +8.6% | -6.4% | -1.9% |
| 30D | +4.8% | +12.6% | -7.8% | -1.5% |
| 3M | +7.5% | +17.5% | -10.0% | -2.8% |
| 6M | +20.9% | +18.1% | +2.8% | +7.9% |
| YTD | +29.2% | +40.4% | -11.2% | +5.3% |
| 1Y | +33.0% | +34.0% | -1.0% | +10.6% |
| 3Y | +109.8% | +35.3% | +74.5% | +66.6% |
| 5Y | +91.9% | -5.1% | +97.0% | +75.0% |
| 10Y | +301.5% | +124.0% | +177.5% | +121.6% |
| All | +301.5% | +134.0% | +167.6% | +121.6% |
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