+4,850.5%
CL vs EMR
+4,039.8%
+810.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -2.2% | -1.5% | -0.7% | -1.8% |
| 30D | -4.8% | -5.6% | +0.8% | -3.5% |
| 3M | +4.9% | +7.9% | -3.0% | +2.3% |
| 6M | -5.7% | +6.0% | -11.7% | -7.9% |
| YTD | +14.4% | +16.4% | -2.1% | +8.5% |
| 1Y | +8.7% | +16.6% | -7.9% | +2.7% |
| 3Y | +30.0% | +62.9% | -32.9% | +9.2% |
| 5Y | +28.4% | +60.1% | -31.7% | +6.8% |
| 10Y | +50.1% | +268.7% | -218.7% | -8.0% |
| All | +4,850.5% | +4,039.8% | +810.6% | +969.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling