+41.3%
CL vs EMR
+87.7%
-46.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | +2.7% | -3.5% | -1.0% |
| 30D | +9.5% | +2.1% | +7.4% | +9.3% |
| 3M | +6.6% | +2.3% | +4.4% | +6.4% |
| 6M | +13.2% | +22.5% | -9.2% | +11.3% |
| YTD | +26.9% | +27.2% | -0.3% | +23.9% |
| 1Y | +27.6% | +28.0% | -0.4% | +24.4% |
| 3Y | +39.1% | +103.4% | -64.3% | +23.6% |
| 5Y | +41.3% | +88.2% | -46.9% | +26.3% |
| All | +41.3% | +87.7% | -46.4% | +26.3% |
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