+62.7%
EMR vs CNP
+73.1%
-10.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -1.5% | +1.1% | -2.6% | -1.9% |
| 30D | -5.6% | -1.8% | -3.8% | -5.1% |
| 3M | +7.9% | -4.6% | +12.6% | +9.3% |
| 6M | +6.0% | -8.8% | +14.9% | +8.8% |
| YTD | +16.4% | +5.2% | +11.2% | +13.3% |
| 1Y | +16.6% | +8.3% | +8.3% | +12.0% |
| 3Y | +62.9% | +54.9% | +8.0% | +32.9% |
| All | +62.7% | +73.1% | -10.4% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling