-8.9%
CLX vs EME
+217.7%
-226.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.2% |
| 7D | +8.5% | +11.3% | -2.8% | +9.1% |
| 30D | +30.0% | -14.6% | +44.5% | +28.9% |
| 3M | +3.8% | -20.4% | +24.2% | +2.6% |
| 6M | +24.6% | -28.3% | +52.9% | +23.5% |
| YTD | +12.8% | +8.6% | +4.2% | +13.0% |
| 1Y | +8.6% | +3.2% | +5.4% | +8.7% |
| All | -8.9% | +217.7% | -226.6% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling