+28.1%
CL vs EME
+565.5%
-537.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.3% |
| 7D | -1.4% | +5.2% | -6.5% | -1.2% |
| 30D | -5.2% | -5.4% | +0.1% | -5.4% |
| 3M | +3.3% | -6.1% | +9.4% | +3.4% |
| 6M | -4.4% | +9.7% | -14.0% | -4.1% |
| YTD | +13.9% | +26.6% | -12.7% | +14.3% |
| 1Y | +7.6% | +24.6% | -17.0% | +7.7% |
| 3Y | +29.6% | +249.6% | -220.0% | +15.2% |
| 5Y | +28.1% | +556.6% | -528.5% | -1.9% |
| All | +28.1% | +565.5% | -537.5% | -1.9% |
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