+1,914.6%
CLS vs EME
+905.2%
+1,009.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.0% |
| 7D | +16.3% | +8.4% | +7.9% | +9.6% |
| 30D | -25.7% | -11.5% | -14.2% | -17.8% |
| 3M | -30.9% | -20.6% | -10.2% | -16.8% |
| 6M | -35.5% | -28.5% | -7.0% | -16.5% |
| YTD | -18.7% | +8.0% | -26.7% | -21.4% |
| 1Y | -17.9% | +6.8% | -24.7% | -19.4% |
| 3Y | +838.1% | +213.9% | +624.2% | +383.6% |
| 5Y | +1,971.9% | +414.8% | +1,557.1% | +685.1% |
| All | +1,914.6% | +905.2% | +1,009.4% | +434.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling