+36.7%
CLS vs EMR
+15.1%
+21.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.0% |
| 7D | +20.1% | +0.9% | +19.2% | +19.3% |
| 30D | +6.0% | -5.0% | +11.0% | +10.0% |
| 3M | -10.3% | +5.9% | -16.2% | -13.4% |
| 6M | +24.5% | +7.3% | +17.2% | +17.5% |
| YTD | +12.9% | +14.6% | -1.7% | -2.0% |
| 1Y | +36.7% | +15.6% | +21.0% | +18.8% |
| All | +36.7% | +15.1% | +21.5% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling