+190.6%
EMR vs CLBK
+60.9%
+129.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | +2.8% | +0.9% | +2.0% | +2.5% |
| 30D | +3.7% | +3.4% | +0.3% | +2.1% |
| 3M | +2.0% | -4.3% | +6.3% | +3.7% |
| 6M | +22.1% | +28.4% | -6.2% | +8.5% |
| YTD | +27.2% | +59.4% | -32.2% | +2.4% |
| 1Y | +32.0% | +64.8% | -32.8% | +4.5% |
| 3Y | +103.3% | +50.6% | +52.7% | +61.1% |
| 5Y | +88.2% | +28.3% | +59.9% | +48.3% |
| All | +190.6% | +60.9% | +129.8% | +98.1% |
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