+296.4%
CL vs EMB
+126.0%
+170.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +5.9% | -0.3% | +6.3% | +6.1% |
| 30D | +13.8% | +1.1% | +12.6% | +13.2% |
| 3M | +6.4% | -2.9% | +9.4% | +7.9% |
| 6M | +15.6% | -2.1% | +17.7% | +16.7% |
| YTD | +27.9% | -1.1% | +29.0% | +28.6% |
| 1Y | +31.4% | +0.3% | +31.1% | +31.2% |
| 3Y | +41.4% | +27.7% | +13.7% | +26.7% |
| 5Y | +42.8% | +6.0% | +36.8% | +38.6% |
| 10Y | +79.7% | +29.1% | +50.5% | +60.7% |
| All | +296.4% | +126.0% | +170.4% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling