+280.3%
EMR vs CLX
+30.5%
+249.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.3% |
| 7D | +2.7% | +8.5% | -5.9% | +1.5% |
| 30D | +2.1% | +30.0% | -27.9% | -1.5% |
| 3M | +2.3% | +3.8% | -1.5% | +1.6% |
| 6M | +22.5% | +24.6% | -2.1% | +18.6% |
| YTD | +27.2% | +12.8% | +14.4% | +24.8% |
| 1Y | +28.0% | +8.6% | +19.4% | +26.1% |
| 3Y | +103.4% | -8.6% | +112.1% | +103.9% |
| 5Y | +88.2% | -21.8% | +109.9% | +90.1% |
| All | +280.3% | +30.5% | +249.7% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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