-12.7%
CLX vs EMB
+28.8%
-41.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.6% | -0.1% | +13.7% | +13.7% |
| 30D | +23.4% | +1.3% | +22.1% | +22.2% |
| 3M | -2.8% | -2.2% | -0.6% | -1.2% |
| 6M | +14.0% | -2.3% | +16.3% | +16.0% |
| YTD | +4.2% | -0.6% | +4.8% | +5.0% |
| 1Y | -1.2% | +0.5% | -1.6% | -1.0% |
| 3Y | -12.7% | +29.4% | -42.1% | -19.9% |
| All | -12.7% | +28.8% | -41.5% | -19.9% |
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