+86.6%
EMR vs CNP
+60.3%
+26.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -1.6% | -4.2% | +2.6% | -1.0% |
| 30D | +2.0% | +5.5% | -3.6% | +1.1% |
| 3M | +3.8% | +0.6% | +3.2% | +3.6% |
| 6M | +10.5% | -2.8% | +13.4% | +10.8% |
| YTD | +23.7% | +7.9% | +15.8% | +21.0% |
| 1Y | +25.4% | +6.7% | +18.8% | +22.9% |
| 3Y | +86.6% | +61.1% | +25.4% | +59.2% |
| All | +86.6% | +60.3% | +26.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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