+58.0%
CL vs EME
+1,300.1%
-1,242.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.6% |
| 7D | -1.4% | +5.2% | -6.5% | -1.7% |
| 30D | -5.2% | -5.4% | +0.1% | -4.9% |
| 3M | +3.3% | -6.1% | +9.4% | +3.5% |
| 6M | -4.4% | +9.7% | -14.0% | -5.5% |
| YTD | +13.9% | +26.6% | -12.7% | +11.0% |
| 1Y | +7.6% | +24.6% | -17.0% | +4.3% |
| 3Y | +29.6% | +249.6% | -220.0% | +6.1% |
| 5Y | +28.1% | +556.6% | -528.5% | -7.2% |
| All | +58.0% | +1,300.1% | -1,242.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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