+74.7%
EEM vs CLBK
+65.5%
+9.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.3% | -1.5% | +0.2% | -0.9% |
| 30D | +2.1% | -1.0% | +3.1% | +2.3% |
| 3M | +1.0% | +22.9% | -21.9% | -4.2% |
| 6M | +15.9% | +44.2% | -28.3% | +5.7% |
| YTD | +24.6% | +64.0% | -39.3% | +9.8% |
| 1Y | +32.3% | +65.7% | -33.4% | +15.8% |
| 3Y | +85.9% | +54.1% | +31.9% | +61.1% |
| 5Y | +45.4% | +44.7% | +0.7% | +20.8% |
| All | +74.7% | +65.5% | +9.2% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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