-51.4%
CLF vs EMB
+6.0%
-57.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -19.6% | -0.1% | -19.5% | -19.5% |
| 30D | -5.0% | +1.3% | -6.3% | -7.3% |
| 3M | -6.3% | -2.7% | -3.6% | -2.0% |
| 6M | +2.8% | -2.8% | +5.6% | +8.2% |
| YTD | -13.7% | -1.1% | -12.6% | -11.3% |
| 1Y | +13.6% | 0.0% | +13.6% | +14.8% |
| 3Y | -34.0% | +28.8% | -62.8% | -52.7% |
| All | -51.4% | +6.0% | -57.5% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling