+84.3%
CL vs EMR
+282.1%
-197.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | +11.8% | +3.5% | +8.2% | +11.1% |
| 3M | +5.9% | +5.9% | 0.0% | +4.9% |
| 6M | +13.3% | +19.4% | -6.1% | +10.0% |
| YTD | +27.1% | +27.7% | -0.6% | +21.6% |
| 1Y | +28.0% | +30.9% | -2.9% | +21.9% |
| 3Y | +39.4% | +104.2% | -64.8% | +20.0% |
| 5Y | +40.8% | +89.6% | -48.9% | +21.7% |
| All | +84.3% | +282.1% | -197.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling