+3,482.0%
CLS vs EMB
+127.1%
+3,354.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -22.2% | -0.1% | -22.1% | -22.1% |
| 30D | -44.4% | +1.3% | -45.7% | -45.3% |
| 3M | -34.3% | -2.2% | -32.0% | -32.5% |
| 6M | -50.1% | -2.3% | -47.7% | -48.3% |
| YTD | -30.1% | -0.6% | -29.5% | -28.8% |
| 1Y | -39.3% | +0.5% | -39.8% | -38.9% |
| 3Y | +732.7% | +29.4% | +703.3% | +543.2% |
| 5Y | +1,777.2% | +6.5% | +1,770.7% | +1,692.5% |
| 10Y | +1,645.6% | +29.8% | +1,615.8% | +1,357.9% |
| All | +3,482.0% | +127.1% | +3,354.9% | +2,209.6% |
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