+838.1%
CLS vs EMB
+29.8%
+808.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -4.7% |
| 7D | +16.3% | -0.9% | +17.2% | +19.3% |
| 30D | -25.7% | +0.4% | -26.0% | -26.7% |
| 3M | -30.9% | -3.1% | -27.7% | -24.3% |
| 6M | -35.5% | -2.1% | -33.4% | -30.8% |
| YTD | -18.7% | -1.1% | -17.6% | -14.4% |
| 1Y | -17.9% | -0.1% | -17.9% | -15.7% |
| 3Y | +838.1% | +29.6% | +808.5% | +550.2% |
| All | +838.1% | +29.8% | +808.3% | +550.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling