+280.6%
EMR vs CP
+255.9%
+24.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.0% | -0.7% | -1.3% | -1.5% |
| 30D | +2.8% | +9.6% | -6.8% | -3.3% |
| 3M | +2.0% | +2.2% | -0.3% | +0.3% |
| 6M | +20.7% | +11.1% | +9.6% | +12.0% |
| YTD | +27.3% | +28.2% | -0.9% | +7.6% |
| 1Y | +31.0% | +32.2% | -1.2% | +8.6% |
| 3Y | +103.6% | +35.5% | +68.1% | +61.7% |
| 5Y | +88.6% | +26.8% | +61.8% | +52.0% |
| All | +280.6% | +255.9% | +24.7% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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