+2,259.8%
CL vs EME
+61,143.5%
-58,883.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -2.2% | +1.9% | -4.1% | -2.4% |
| 30D | -4.8% | -8.3% | +3.4% | -4.0% |
| 3M | +4.9% | -10.7% | +15.7% | +5.6% |
| 6M | -5.7% | +1.9% | -7.6% | -6.7% |
| YTD | +14.4% | +23.5% | -9.1% | +10.4% |
| 1Y | +8.7% | +18.0% | -9.2% | +4.9% |
| 3Y | +30.0% | +236.1% | -206.1% | +7.2% |
| 5Y | +28.4% | +527.9% | -499.5% | -3.5% |
| 10Y | +50.1% | +1,252.8% | -1,202.7% | -0.9% |
| All | +2,259.8% | +61,143.5% | -58,883.7% | +1,049.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling