-34.0%
CLX vs EMB
+7.4%
-41.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -11.0% | -0.3% | -10.7% | -10.9% |
| 3M | +5.0% | -0.4% | +5.5% | +5.3% |
| 6M | -18.8% | +0.1% | -18.9% | -18.8% |
| YTD | -4.4% | +1.6% | -6.0% | -5.0% |
| 1Y | -21.9% | +5.6% | -27.5% | -23.6% |
| 3Y | -32.8% | +29.8% | -62.6% | -39.6% |
| All | -34.0% | +7.4% | -41.4% | -41.5% |
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