+889.4%
EME vs CLBK
+66.9%
+822.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +5.2% | +1.1% | +4.0% | +4.7% |
| 30D | -5.4% | +7.8% | -13.1% | -8.3% |
| 3M | -6.1% | +23.9% | -30.0% | -14.6% |
| 6M | +9.7% | +42.3% | -32.7% | -6.3% |
| YTD | +26.6% | +65.4% | -38.8% | +0.8% |
| 1Y | +24.6% | +70.3% | -45.7% | -2.8% |
| 3Y | +249.6% | +54.5% | +195.1% | +172.8% |
| 5Y | +556.6% | +43.1% | +513.4% | +377.4% |
| All | +889.4% | +66.9% | +822.5% | +561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling