+39.9%
CL vs EME
+358.3%
-318.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.0% |
| 7D | +1.3% | -10.5% | +11.8% | +0.8% |
| 30D | +11.4% | -22.4% | +33.8% | +10.2% |
| 3M | +4.4% | -24.7% | +29.1% | +3.2% |
| 6M | +10.8% | -35.5% | +46.2% | +9.6% |
| YTD | +25.1% | -0.3% | +25.5% | +24.5% |
| 1Y | +28.0% | -6.7% | +34.7% | +27.3% |
| 3Y | +37.6% | +190.6% | -153.0% | +20.5% |
| All | +39.9% | +358.3% | -318.4% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling