-70.9%
CLF vs EMB
+126.0%
-196.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | -6.3% | -2.7% | -3.6% | -2.6% |
| 6M | +2.8% | -2.8% | +5.6% | +7.5% |
| YTD | -13.7% | -1.1% | -12.6% | -11.6% |
| 1Y | +13.6% | 0.0% | +13.6% | +14.6% |
| 3Y | -34.0% | +28.8% | -62.8% | -52.7% |
| 5Y | -48.7% | +6.0% | -54.7% | -51.5% |
| 10Y | +113.4% | +29.1% | +84.3% | +64.4% |
| All | -70.9% | +126.0% | -196.9% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling