+3,912.1%
EMR vs CLX
+2,386.6%
+1,525.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -1.5% | -9.2% | +7.7% | +1.0% |
| 30D | -5.6% | -11.0% | +5.4% | -2.6% |
| 3M | +7.9% | +5.0% | +2.9% | +6.1% |
| 6M | +6.0% | -18.8% | +24.8% | +11.4% |
| YTD | +16.4% | -4.4% | +20.9% | +17.0% |
| 1Y | +16.6% | -21.9% | +38.5% | +23.2% |
| 3Y | +62.9% | -32.8% | +95.6% | +77.0% |
| 5Y | +60.1% | -34.6% | +94.7% | +71.8% |
| 10Y | +268.7% | -4.7% | +273.4% | +234.6% |
| All | +3,912.1% | +2,386.6% | +1,525.5% | +1,209.6% |
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