+3,231.7%
CLS vs EME
+16,901.1%
-13,669.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.1% |
| 7D | +4.6% | +1.9% | +2.7% | +3.6% |
| 30D | -13.9% | -8.3% | -5.6% | -9.6% |
| 3M | -26.6% | -10.7% | -15.8% | -21.9% |
| 6M | +15.4% | +1.9% | +13.5% | +15.5% |
| YTD | +5.7% | +23.5% | -17.8% | -4.3% |
| 1Y | +41.1% | +18.0% | +23.2% | +30.3% |
| 3Y | +1,228.6% | +236.1% | +992.5% | +670.6% |
| 5Y | +3,240.6% | +527.9% | +2,712.8% | +1,337.5% |
| 10Y | +2,760.3% | +1,252.8% | +1,507.6% | +732.1% |
| All | +3,231.7% | +16,901.1% | -13,669.3% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling