-20.4%
CLF vs EMB
+30.6%
-51.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +1.9% |
| 7D | +2.3% | -0.4% | +2.7% | +3.5% |
| 30D | +1.9% | +1.1% | +0.9% | -1.2% |
| 3M | +5.9% | -2.0% | +7.9% | +11.2% |
| 6M | +16.9% | -1.9% | +18.8% | +23.2% |
| YTD | -1.1% | -0.5% | -0.5% | +1.2% |
| 1Y | +28.8% | +0.1% | +28.7% | +30.1% |
| All | -20.4% | +30.6% | -51.0% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling