+166.0%
EMR vs CLBK
+67.9%
+98.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -5.6% | +9.1% | -14.7% | -9.3% |
| 3M | +7.9% | +27.7% | -19.7% | -3.6% |
| 6M | +6.0% | +40.8% | -34.8% | -9.4% |
| YTD | +16.4% | +66.4% | -49.9% | -7.8% |
| 1Y | +16.6% | +72.4% | -55.8% | -9.7% |
| 3Y | +62.9% | +50.7% | +12.2% | +29.4% |
| 5Y | +60.1% | +42.9% | +17.2% | +17.5% |
| All | +166.0% | +67.9% | +98.1% | +78.3% |
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