+3,542.1%
CLS vs EMR
+62.8%
+3,479.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.1% | +6.0% |
| 7D | +12.8% | +3.1% | +9.7% | +9.9% |
| 30D | +3.8% | -3.5% | +7.4% | +6.8% |
| 3M | -14.6% | +9.8% | -24.4% | -21.2% |
| 6M | +32.2% | +10.8% | +21.5% | +21.7% |
| YTD | +11.6% | +15.9% | -4.3% | -3.7% |
| 1Y | +35.1% | +16.4% | +18.6% | +16.1% |
| 3Y | +1,312.5% | +62.1% | +1,250.4% | +829.6% |
| 5Y | +3,542.1% | +62.9% | +3,479.1% | +2,403.5% |
| All | +3,542.1% | +62.8% | +3,479.3% | +2,403.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling