+52.4%
CL vs EMR
+271.2%
-218.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -2.2% | -1.5% | -0.7% | -2.0% |
| 30D | -4.8% | -5.6% | +0.8% | -4.1% |
| 3M | +4.9% | +7.9% | -3.0% | +3.5% |
| 6M | -5.7% | +6.0% | -11.7% | -6.9% |
| YTD | +14.4% | +16.4% | -2.1% | +11.0% |
| 1Y | +8.7% | +16.6% | -7.9% | +5.3% |
| 3Y | +30.0% | +62.9% | -32.9% | +16.6% |
| 5Y | +28.4% | +60.1% | -31.7% | +14.2% |
| All | +52.4% | +271.2% | -218.8% | +13.7% |
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