+35.1%
CLS vs EMB
+5.1%
+30.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.8% | +6.2% |
| 7D | +12.8% | +0.3% | +12.5% | +11.3% |
| 30D | +3.8% | -0.5% | +4.3% | +6.4% |
| 3M | -14.6% | +0.3% | -14.9% | -15.4% |
| 6M | +32.2% | +1.2% | +31.1% | +28.2% |
| YTD | +11.6% | +1.5% | +10.2% | +8.0% |
| 1Y | +35.1% | +4.8% | +30.2% | +12.4% |
| All | +35.1% | +5.1% | +30.0% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling