+3,763.4%
CLS vs EMB
+128.5%
+3,634.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.6% | +7.2% | +7.1% |
| 7D | -10.6% | +0.8% | -11.4% | -11.4% |
| 30D | -38.4% | +1.5% | -39.9% | -39.6% |
| 3M | -29.9% | -1.9% | -27.9% | -28.2% |
| 6M | -40.6% | -1.6% | -39.0% | -39.1% |
| YTD | -24.6% | 0.0% | -24.6% | -23.7% |
| 1Y | -30.8% | +1.1% | -31.9% | -30.7% |
| 3Y | +811.7% | +30.9% | +780.9% | +595.4% |
| 5Y | +1,838.4% | +7.1% | +1,831.4% | +1,739.5% |
| 10Y | +1,751.5% | +31.1% | +1,720.4% | +1,431.1% |
| All | +3,763.4% | +128.5% | +3,634.9% | +2,373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling