+30.9%
CL vs EMR
+63.1%
-32.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | -2.2% | -1.5% | -0.7% | -2.2% |
| 30D | -4.8% | -5.6% | +0.8% | -4.9% |
| 3M | +4.9% | +7.9% | -3.0% | +5.0% |
| 6M | -5.7% | +6.0% | -11.7% | -5.8% |
| YTD | +14.4% | +16.4% | -2.1% | +14.4% |
| 1Y | +8.7% | +16.6% | -7.9% | +8.8% |
| All | +30.9% | +63.1% | -32.3% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling