+62.9%
EMR vs CLX
-35.2%
+98.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.2% |
| 7D | +3.1% | -3.5% | +6.6% | +3.7% |
| 30D | -3.5% | -11.9% | +8.3% | -1.4% |
| 3M | +9.8% | -2.6% | +12.4% | +10.2% |
| 6M | +10.8% | -18.2% | +28.9% | +14.2% |
| YTD | +15.9% | -5.9% | +21.8% | +16.9% |
| 1Y | +16.4% | -23.8% | +40.3% | +21.2% |
| 3Y | +62.1% | -33.6% | +95.7% | +71.6% |
| 5Y | +62.9% | -35.7% | +98.6% | +67.9% |
| All | +62.9% | -35.2% | +98.1% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling