+62.1%
EMR vs CPB
-40.7%
+102.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.7% |
| 7D | -1.5% | -8.6% | +7.1% | -1.6% |
| 30D | -5.6% | -7.2% | +1.6% | -5.7% |
| 3M | +7.9% | +0.9% | +7.1% | +8.0% |
| 6M | +6.0% | -11.8% | +17.8% | +6.1% |
| YTD | +16.4% | -19.4% | +35.9% | +16.6% |
| 1Y | +16.6% | -30.4% | +47.0% | +16.9% |
| All | +62.1% | -40.7% | +102.8% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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