+2,029.3%
CLS vs EMR
+279.1%
+1,750.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +23.5% | +2.7% | +20.9% | +21.2% |
| 30D | -28.9% | +2.1% | -31.0% | -29.6% |
| 3M | -25.2% | +2.3% | -27.4% | -25.8% |
| 6M | -32.1% | +22.5% | -54.6% | -41.0% |
| YTD | -14.1% | +27.2% | -41.3% | -28.6% |
| 1Y | -24.1% | +28.0% | -52.1% | -36.7% |
| 3Y | +897.0% | +103.4% | +793.5% | +502.0% |
| 5Y | +2,089.9% | +88.2% | +2,001.8% | +1,279.5% |
| All | +2,029.3% | +279.1% | +1,750.2% | +791.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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