+177.5%
CLX vs EMB
+127.1%
+50.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.6% | -0.1% | +13.7% | +13.6% |
| 30D | +23.4% | +1.3% | +22.1% | +22.9% |
| 3M | -2.8% | -2.2% | -0.6% | -2.2% |
| 6M | +14.0% | -2.3% | +16.3% | +14.8% |
| YTD | +4.2% | -0.6% | +4.8% | +4.5% |
| 1Y | -1.2% | +0.5% | -1.6% | -1.2% |
| 3Y | -12.7% | +29.4% | -42.1% | -18.1% |
| 5Y | -26.5% | +6.5% | -33.0% | -28.4% |
| 10Y | +20.2% | +29.8% | -9.6% | +11.7% |
| All | +177.5% | +127.1% | +50.4% | +116.2% |
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