+62.7%
EMR vs CP
+32.0%
+30.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| YTD | +16.4% | +24.9% | -8.5% | +2.8% |
| 1Y | +16.6% | +20.1% | -3.5% | +5.0% |
| 3Y | +62.9% | +16.4% | +46.5% | +46.3% |
| All | +62.7% | +32.0% | +30.7% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling