+4,350.5%
EMR vs CPB
+361.0%
+3,989.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.7% |
| 7D | +2.1% | +3.3% | -1.1% | +1.2% |
| 30D | +4.8% | +19.0% | -14.2% | -0.4% |
| 3M | +7.5% | +0.4% | +7.0% | +6.6% |
| 6M | +20.9% | +13.0% | +7.9% | +15.3% |
| YTD | +29.2% | -12.7% | +41.9% | +31.7% |
| 1Y | +33.0% | -20.9% | +53.8% | +39.2% |
| 3Y | +109.8% | -35.4% | +145.2% | +127.3% |
| 5Y | +91.9% | -32.3% | +124.2% | +101.8% |
| 10Y | +301.5% | -40.5% | +342.0% | +315.5% |
| All | +4,350.5% | +361.0% | +3,989.5% | +1,999.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling