+76.3%
CL vs EMR
+319.4%
-243.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +0.8% |
| 7D | +0.5% | +2.1% | -1.6% | +0.2% |
| 30D | +11.6% | +4.8% | +6.8% | +10.8% |
| 3M | +5.6% | +7.5% | -1.9% | +4.4% |
| 6M | +13.2% | +20.9% | -7.7% | +9.7% |
| YTD | +26.9% | +29.2% | -2.3% | +21.3% |
| 1Y | +27.3% | +33.0% | -5.6% | +21.1% |
| 3Y | +39.7% | +109.8% | -70.0% | +20.1% |
| 5Y | +41.3% | +91.9% | -50.6% | +22.3% |
| 10Y | +76.3% | +301.5% | -225.2% | +39.7% |
| All | +76.3% | +319.4% | -243.1% | +39.7% |
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