+2,277.8%
CLS vs EMR
+1,093.4%
+1,184.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.4% | +3.4% | +4.7% |
| 7D | -10.6% | +2.1% | -12.7% | -11.7% |
| 30D | -38.4% | +4.8% | -43.2% | -40.1% |
| 3M | -29.9% | +7.5% | -37.3% | -32.9% |
| 6M | -40.6% | +20.9% | -61.5% | -47.5% |
| YTD | -24.6% | +29.2% | -53.8% | -37.1% |
| 1Y | -30.8% | +33.0% | -63.8% | -43.0% |
| 3Y | +811.7% | +109.8% | +702.0% | +454.1% |
| 5Y | +1,838.4% | +91.9% | +1,746.5% | +1,141.4% |
| 10Y | +1,751.5% | +301.5% | +1,450.0% | +586.1% |
| All | +2,277.8% | +1,093.4% | +1,184.4% | +293.4% |
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