+85.9%
EEM vs CLBK
+52.2%
+33.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.3% | -1.5% | +0.2% | -1.0% |
| 30D | +2.1% | -1.0% | +3.1% | +2.2% |
| 3M | +1.0% | +22.9% | -21.9% | -2.1% |
| 6M | +15.9% | +44.2% | -28.3% | +9.6% |
| YTD | +24.6% | +64.0% | -39.3% | +15.5% |
| 1Y | +32.3% | +65.7% | -33.4% | +22.2% |
| 3Y | +85.9% | +54.1% | +31.9% | +68.7% |
| All | +85.9% | +52.2% | +33.7% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling