+2,481.5%
CL vs EME
+49,337.3%
-46,855.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | +1.3% | -10.5% | +11.8% | +2.4% |
| 30D | +11.4% | -22.4% | +33.8% | +14.2% |
| 3M | +4.4% | -24.7% | +29.1% | +7.2% |
| 6M | +10.8% | -35.5% | +46.2% | +15.2% |
| YTD | +25.1% | -0.3% | +25.5% | +23.2% |
| 1Y | +28.0% | -6.7% | +34.7% | +26.8% |
| 3Y | +37.6% | +190.6% | -153.0% | +14.8% |
| 5Y | +39.7% | +367.3% | -327.6% | +8.3% |
| 10Y | +75.8% | +954.5% | -878.7% | +18.9% |
| All | +2,481.5% | +49,337.3% | -46,855.8% | +1,183.1% |
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