+2,089.9%
CLS vs EME
+414.8%
+1,675.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +5.1% |
| 7D | +23.5% | +11.3% | +12.2% | +12.0% |
| 30D | -28.9% | -14.6% | -14.4% | -17.2% |
| 3M | -25.2% | -20.4% | -4.7% | -7.0% |
| 6M | -32.1% | -28.3% | -3.8% | -7.6% |
| YTD | -14.1% | +8.6% | -22.6% | -19.4% |
| 1Y | -24.1% | +3.2% | -27.3% | -24.7% |
| 3Y | +897.0% | +216.8% | +680.2% | +330.9% |
| 5Y | +2,089.9% | +417.5% | +1,672.4% | +543.4% |
| All | +2,089.9% | +414.8% | +1,675.1% | +543.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling