+158.2%
EMR vs CLBK
+65.6%
+92.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -1.2% | -1.4% | +0.1% | -0.6% |
| 30D | -9.4% | +4.5% | -14.0% | -11.3% |
| 3M | +8.6% | +22.8% | -14.2% | -1.3% |
| 6M | +6.7% | +43.4% | -36.7% | -9.5% |
| YTD | +13.1% | +64.1% | -51.1% | -10.0% |
| 1Y | +12.7% | +67.6% | -54.8% | -11.6% |
| 3Y | +58.1% | +53.3% | +4.8% | +24.4% |
| 5Y | +63.6% | +44.8% | +18.8% | +18.4% |
| All | +158.2% | +65.6% | +92.6% | +74.2% |
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