+190.5%
EMR vs CLBK
+61.7%
+128.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.4% |
| 7D | +2.7% | +2.5% | +0.2% | +1.6% |
| 30D | +2.1% | +3.7% | -1.6% | +0.4% |
| 3M | +2.3% | -3.3% | +5.5% | +3.5% |
| 6M | +22.5% | +29.6% | -7.2% | +8.4% |
| YTD | +27.2% | +60.3% | -33.1% | +2.1% |
| 1Y | +28.0% | +63.4% | -35.4% | +1.7% |
| 3Y | +103.4% | +53.8% | +49.6% | +59.5% |
| 5Y | +88.2% | +29.0% | +59.2% | +47.9% |
| All | +190.5% | +61.7% | +128.8% | +97.6% |
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