+86.6%
EMR vs CNH
+7.0%
+79.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -1.2% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | +2.0% | -7.2% | +9.2% | +4.6% |
| 3M | +3.8% | +6.5% | -2.7% | -0.7% |
| 6M | +10.5% | +7.9% | +2.6% | +4.3% |
| YTD | +23.7% | +26.6% | -2.9% | +8.5% |
| 1Y | +25.4% | +13.8% | +11.7% | +14.8% |
| 3Y | +86.6% | +9.2% | +77.4% | +67.3% |
| All | +86.6% | +7.0% | +79.5% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling