+43.4%
CL vs EMR
+87.8%
-44.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | +2.8% | +0.4% | +3.0% |
| 30D | +8.0% | +3.7% | +4.4% | +7.7% |
| 3M | +7.9% | +2.0% | +5.8% | +7.7% |
| 6M | +14.7% | +22.1% | -7.4% | +12.8% |
| YTD | +29.2% | +27.2% | +1.9% | +26.1% |
| 1Y | +29.5% | +32.0% | -2.5% | +26.0% |
| 3Y | +40.7% | +103.3% | -62.6% | +25.0% |
| All | +43.4% | +87.8% | -44.4% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling