+91.9%
EMR vs CPB
-31.8%
+123.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.5% |
| 7D | +2.1% | +3.3% | -1.1% | +2.0% |
| 30D | +4.8% | +19.0% | -14.2% | +4.0% |
| 3M | +7.5% | +0.4% | +7.0% | +7.5% |
| 6M | +20.9% | +13.0% | +7.9% | +19.9% |
| YTD | +29.2% | -12.7% | +41.9% | +30.4% |
| 1Y | +33.0% | -20.9% | +53.8% | +35.3% |
| 3Y | +109.8% | -35.4% | +145.2% | +113.5% |
| 5Y | +91.9% | -32.3% | +124.2% | +85.2% |
| All | +91.9% | -31.8% | +123.7% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling