+899.0%
EME vs CLBK
+65.5%
+833.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +3.5% | -1.5% | +5.0% | +4.1% |
| 30D | -6.3% | -1.0% | -5.3% | -5.9% |
| 3M | -3.8% | +22.9% | -26.7% | -12.2% |
| 6M | +8.5% | +44.2% | -35.7% | -7.8% |
| YTD | +27.8% | +64.0% | -36.2% | +2.2% |
| 1Y | +22.2% | +65.7% | -43.5% | -3.4% |
| 3Y | +253.5% | +54.1% | +199.4% | +175.9% |
| 5Y | +578.6% | +44.7% | +533.9% | +387.4% |
| All | +899.0% | +65.5% | +833.5% | +570.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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