+2,522.4%
CL vs EME
+52,338.7%
-49,816.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +2.6% | -8.8% | +11.4% | +3.4% |
| 30D | +11.8% | -18.2% | +30.0% | +13.9% |
| 3M | +5.9% | -20.2% | +26.1% | +8.1% |
| 6M | +13.3% | -29.9% | +43.2% | +16.7% |
| YTD | +27.1% | +5.7% | +21.4% | +24.3% |
| 1Y | +28.0% | -1.5% | +29.5% | +26.1% |
| 3Y | +39.4% | +208.4% | -169.1% | +15.5% |
| 5Y | +40.8% | +401.9% | -361.1% | +8.3% |
| 10Y | +84.9% | +914.2% | -829.4% | +25.9% |
| All | +2,522.4% | +52,338.7% | -49,816.3% | +1,194.9% |
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 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