+3,231.7%
CLS vs EMR
+975.8%
+2,255.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.4% |
| 7D | +4.6% | -1.5% | +6.1% | +5.7% |
| 30D | -13.9% | -5.6% | -8.3% | -10.2% |
| 3M | -26.6% | +7.9% | -34.5% | -30.3% |
| 6M | +15.4% | +6.0% | +9.4% | +11.5% |
| YTD | +5.7% | +16.4% | -10.8% | -6.0% |
| 1Y | +41.1% | +16.6% | +24.5% | +25.6% |
| 3Y | +1,228.6% | +62.9% | +1,165.7% | +852.7% |
| 5Y | +3,240.6% | +60.1% | +3,180.5% | +2,306.5% |
| 10Y | +2,760.3% | +268.7% | +2,491.6% | +1,013.8% |
| All | +3,231.7% | +975.8% | +2,255.9% | +488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling