+3,912.1%
EMR vs CPB
+325.7%
+3,586.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.7% |
| 7D | -1.5% | -8.6% | +7.1% | +0.8% |
| 30D | -5.6% | -7.2% | +1.6% | -3.8% |
| 3M | +7.9% | +0.9% | +7.1% | +6.8% |
| 6M | +6.0% | -11.8% | +17.8% | +8.6% |
| YTD | +16.4% | -19.4% | +35.9% | +21.9% |
| 1Y | +16.6% | -30.4% | +47.0% | +26.7% |
| 3Y | +62.9% | -40.2% | +103.0% | +80.8% |
| 5Y | +60.1% | -39.5% | +99.6% | +74.5% |
| 10Y | +268.8% | -47.4% | +316.1% | +297.8% |
| All | +3,912.1% | +325.7% | +3,586.3% | +1,843.4% |
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