+73.4%
CL vs EMB
+28.9%
+44.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | +11.4% | +1.3% | +10.1% | +10.6% |
| 3M | +4.4% | -2.2% | +6.7% | +5.7% |
| 6M | +10.8% | -2.3% | +13.1% | +12.2% |
| YTD | +25.1% | -0.6% | +25.8% | +25.6% |
| 1Y | +28.0% | +0.5% | +27.5% | +27.6% |
| 3Y | +37.6% | +29.4% | +8.2% | +19.6% |
| 5Y | +39.7% | +6.5% | +33.2% | +36.4% |
| All | +73.4% | +28.9% | +44.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling