-2.5%
CLX vs EMB
+29.2%
-31.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | -11.9% | -0.5% | -11.4% | -11.7% |
| 3M | -2.6% | +0.3% | -2.9% | -2.7% |
| 6M | -18.2% | +1.2% | -19.3% | -18.4% |
| YTD | -5.9% | +1.5% | -7.4% | -6.3% |
| 1Y | -23.8% | +4.8% | -28.6% | -24.9% |
| 3Y | -33.6% | +30.4% | -63.9% | -38.8% |
| 5Y | -35.7% | +7.3% | -42.9% | -38.6% |
| 10Y | -2.5% | +29.7% | -32.2% | -13.4% |
| All | -2.5% | +29.2% | -31.7% | -13.4% |
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