+41.1%
CLS vs EME
+19.7%
+21.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.6% |
| 7D | +4.6% | +1.9% | +2.7% | +3.1% |
| 30D | -13.9% | -8.3% | -5.6% | -7.4% |
| 3M | -26.6% | -10.7% | -15.8% | -18.2% |
| 6M | +15.4% | +1.9% | +13.5% | +16.1% |
| YTD | +5.7% | +23.5% | -17.8% | -6.5% |
| 1Y | +41.1% | +18.0% | +23.2% | +21.6% |
| All | +41.1% | +19.7% | +21.4% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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