+4,298.5%
EMR vs CLX
+2,789.7%
+1,508.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +0.7% | +13.6% | -13.0% | -2.7% |
| 30D | +3.5% | +29.1% | -25.5% | -3.4% |
| 3M | +5.9% | +1.6% | +4.3% | +5.2% |
| 6M | +19.4% | +18.7% | +0.7% | +13.2% |
| YTD | +27.7% | +11.1% | +16.6% | +22.9% |
| 1Y | +30.9% | +7.0% | +23.9% | +27.1% |
| 3Y | +104.2% | -10.0% | +114.2% | +105.1% |
| 5Y | +89.6% | -22.6% | +112.2% | +94.2% |
| 10Y | +280.0% | +29.3% | +250.7% | +214.5% |
| All | +4,298.5% | +2,789.7% | +1,508.8% | +1,275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling