+2,944.0%
CLS vs EMB
+29.2%
+2,914.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.8% | +5.9% |
| 7D | +12.8% | +0.3% | +12.5% | +12.2% |
| 30D | +3.8% | -0.5% | +4.3% | +4.9% |
| 3M | -14.6% | +0.3% | -14.9% | -14.7% |
| 6M | +32.2% | +1.2% | +31.1% | +31.4% |
| YTD | +11.6% | +1.5% | +10.2% | +10.5% |
| 1Y | +35.1% | +4.8% | +30.2% | +26.6% |
| 3Y | +1,312.5% | +30.4% | +1,282.2% | +830.9% |
| 5Y | +3,542.1% | +7.3% | +3,534.8% | +3,364.4% |
| 10Y | +2,944.0% | +29.7% | +2,914.3% | +2,281.1% |
| All | +2,944.0% | +29.2% | +2,914.8% | +2,281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling