+1,453.7%
CLX vs EME
+61,143.5%
-59,689.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -9.2% | +1.9% | -11.1% | -9.4% |
| 30D | -11.0% | -8.3% | -2.8% | -10.4% |
| 3M | +5.0% | -10.7% | +15.8% | +5.6% |
| 6M | -18.8% | +1.9% | -20.7% | -19.5% |
| YTD | -4.4% | +23.5% | -27.9% | -6.9% |
| 1Y | -21.9% | +18.0% | -39.8% | -23.9% |
| 3Y | -32.8% | +236.1% | -268.9% | -41.8% |
| 5Y | -34.6% | +527.9% | -562.4% | -47.1% |
| 10Y | -4.7% | +1,252.8% | -1,257.5% | -31.1% |
| All | +1,453.7% | +61,143.5% | -59,689.8% | +769.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling