+80.1%
CLF vs EMB
+30.9%
+49.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.4% | +5.8% |
| 7D | -14.1% | +0.8% | -14.9% | -15.4% |
| 30D | -5.5% | +1.5% | -7.0% | -8.4% |
| 3M | 0.0% | -1.9% | +1.9% | +3.5% |
| 6M | +11.3% | -1.6% | +12.9% | +15.0% |
| YTD | -7.7% | 0.0% | -7.7% | -6.8% |
| 1Y | +17.5% | +1.1% | +16.5% | +16.5% |
| 3Y | -25.4% | +30.9% | -56.3% | -52.4% |
| 5Y | -46.0% | +7.1% | -53.0% | -49.1% |
| 10Y | +80.1% | +31.1% | +48.9% | +34.9% |
| All | +80.1% | +30.9% | +49.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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