+3,682.3%
CLS vs EME
+544.7%
+3,137.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +3.3% |
| 7D | +20.1% | +2.7% | +17.4% | +17.3% |
| 30D | +6.0% | -6.8% | +12.8% | +13.0% |
| 3M | -10.3% | -8.8% | -1.5% | -3.3% |
| 6M | +24.5% | +5.0% | +19.5% | +19.4% |
| YTD | +12.9% | +23.5% | -10.6% | -6.5% |
| 1Y | +36.7% | +21.3% | +15.4% | +12.0% |
| 3Y | +1,328.1% | +241.1% | +1,087.0% | +474.0% |
| 5Y | +3,682.3% | +549.2% | +3,133.2% | +839.3% |
| All | +3,682.3% | +544.7% | +3,137.6% | +839.3% |
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