+89.6%
CL vs EME
+905.2%
-815.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +3.2% | +8.4% | -5.1% | +2.8% |
| 30D | +8.0% | -11.5% | +19.5% | +8.6% |
| 3M | +7.9% | -20.6% | +28.5% | +9.1% |
| 6M | +14.7% | -28.5% | +43.2% | +16.8% |
| YTD | +29.2% | +8.0% | +21.2% | +26.6% |
| 1Y | +29.5% | +6.8% | +22.8% | +27.0% |
| 3Y | +40.7% | +213.9% | -173.2% | +14.4% |
| 5Y | +43.9% | +414.8% | -371.0% | +5.7% |
| All | +89.6% | +905.2% | -815.6% | +21.2% |
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