+43.6%
EEM vs CLBK
+41.8%
+1.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | +2.4% | +4.5% | -2.1% | +1.7% |
| 3M | +4.2% | +22.8% | -18.6% | +1.1% |
| 6M | +14.8% | +43.4% | -28.7% | +8.9% |
| YTD | +23.1% | +64.1% | -41.0% | +14.5% |
| 1Y | +32.5% | +67.6% | -35.0% | +22.8% |
| 3Y | +85.9% | +53.3% | +32.6% | +71.6% |
| 5Y | +43.6% | +44.8% | -1.3% | +28.2% |
| All | +43.6% | +41.8% | +1.7% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling