-3.3%
CLX vs EME
+1,301.6%
-1,304.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -5.9% | +0.9% | -6.8% | -5.9% |
| 30D | -17.0% | -8.4% | -8.6% | -17.0% |
| 3M | -9.6% | -3.6% | -6.0% | -9.6% |
| 6M | -21.5% | +3.6% | -25.1% | -21.7% |
| YTD | -8.8% | +22.5% | -31.3% | -9.4% |
| 1Y | -24.7% | +18.2% | -42.9% | -25.3% |
| 3Y | -35.6% | +238.4% | -274.0% | -39.5% |
| 5Y | -37.6% | +550.5% | -588.2% | -43.3% |
| All | -3.3% | +1,301.6% | -1,304.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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