+280.0%
EMR vs CP
+255.2%
+24.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.7% | +2.8% | -2.1% | -1.1% |
| 30D | +3.5% | +11.0% | -7.5% | -3.4% |
| 3M | +5.9% | +3.8% | +2.1% | +3.1% |
| 6M | +19.4% | +9.5% | +10.0% | +11.9% |
| YTD | +27.7% | +28.2% | -0.5% | +7.9% |
| 1Y | +30.9% | +33.0% | -2.0% | +8.1% |
| 3Y | +104.2% | +35.5% | +68.6% | +62.2% |
| 5Y | +89.6% | +25.8% | +63.8% | +53.8% |
| 10Y | +280.0% | +250.7% | +29.3% | +57.1% |
| All | +280.0% | +255.2% | +24.8% | +57.1% |
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