+154.6%
CLX vs EMB
+132.1%
+22.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 3M | +5.0% | -0.4% | +5.5% | +5.2% |
| 6M | -18.8% | +0.1% | -18.9% | -18.8% |
| YTD | -4.4% | +1.6% | -6.0% | -4.8% |
| 1Y | -21.9% | +5.6% | -27.5% | -22.9% |
| 3Y | -32.8% | +29.8% | -62.6% | -37.1% |
| 5Y | -34.6% | +7.3% | -41.8% | -36.5% |
| 10Y | -4.7% | +30.4% | -35.1% | -11.7% |
| All | +154.6% | +132.1% | +22.5% | +97.1% |
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