+27.6%
CL vs EMR
+29.8%
-2.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | +2.7% | -3.5% | -0.8% |
| 30D | +9.5% | +2.1% | +7.4% | +9.5% |
| 3M | +6.6% | +2.3% | +4.4% | +6.7% |
| 6M | +13.2% | +22.5% | -9.2% | +12.7% |
| YTD | +26.9% | +27.2% | -0.3% | +25.3% |
| 1Y | +27.6% | +28.0% | -0.4% | +25.5% |
| All | +27.6% | +29.8% | -2.2% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling