+550.5%
EME vs CLBK
+41.8%
+508.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +0.9% | -1.4% | +2.3% | +1.3% |
| 30D | -8.4% | +4.5% | -12.9% | -9.3% |
| 3M | -3.6% | +22.8% | -26.4% | -8.3% |
| 6M | +3.6% | +43.4% | -39.9% | -5.2% |
| YTD | +22.5% | +64.1% | -41.6% | +8.3% |
| 1Y | +18.2% | +67.6% | -49.4% | +3.6% |
| 3Y | +238.4% | +53.3% | +185.1% | +197.4% |
| 5Y | +550.5% | +44.8% | +505.7% | +410.8% |
| All | +550.5% | +41.8% | +508.7% | +410.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling