+4,350.5%
EMR vs CNP
+1,881.7%
+2,468.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +2.1% | -4.3% | +6.5% | +3.3% |
| 30D | +4.8% | +5.7% | -1.0% | +3.2% |
| 3M | +7.5% | +0.9% | +6.6% | +7.1% |
| 6M | +20.9% | -1.1% | +21.9% | +20.8% |
| YTD | +29.2% | +8.3% | +20.9% | +25.9% |
| 1Y | +33.0% | +5.9% | +27.1% | +30.2% |
| 3Y | +109.8% | +64.6% | +45.1% | +81.4% |
| 5Y | +91.9% | +74.6% | +17.4% | +63.2% |
| 10Y | +301.5% | +139.8% | +161.7% | +208.0% |
| All | +4,350.5% | +1,881.7% | +2,468.8% | +1,709.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling