+20.4%
CLF vs EMB
-0.6%
+20.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -2.6% |
| 7D | +10.4% | -0.9% | +11.3% | +13.1% |
| 30D | +0.6% | +0.4% | +0.2% | -1.2% |
| 3M | +4.1% | -3.1% | +7.2% | +15.5% |
| 6M | +15.1% | -2.1% | +17.2% | +23.1% |
| YTD | -4.7% | -1.1% | -3.7% | -1.7% |
| 1Y | +20.4% | -0.1% | +20.4% | +17.1% |
| All | +20.4% | -0.6% | +20.9% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling