+64.6%
EMR vs CP
+17.1%
+47.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -1.5% | -2.7% | +1.2% | 0.0% |
| 30D | -5.6% | +0.2% | -5.8% | -5.7% |
| 3M | +7.9% | +2.6% | +5.4% | +6.2% |
| 6M | +6.0% | +6.0% | +0.1% | +2.2% |
| YTD | +16.4% | +24.9% | -8.5% | +2.8% |
| 1Y | +16.6% | +20.1% | -3.5% | +4.9% |
| All | +64.6% | +17.1% | +47.5% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling