+2,953.7%
CLS vs EME
+1,301.6%
+1,652.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.9% |
| 7D | +5.0% | +0.9% | +4.0% | +4.2% |
| 30D | +4.8% | -8.4% | +13.2% | +11.9% |
| 3M | -10.4% | -3.6% | -6.8% | -8.2% |
| 6M | +20.8% | +3.6% | +17.3% | +18.6% |
| YTD | +10.0% | +22.5% | -12.5% | -4.1% |
| 1Y | +28.5% | +18.2% | +10.3% | +13.6% |
| 3Y | +1,292.2% | +238.4% | +1,053.8% | +569.9% |
| 5Y | +3,616.8% | +550.5% | +3,066.3% | +1,113.0% |
| All | +2,953.7% | +1,301.6% | +1,652.1% | +602.8% |
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