+77.2%
EEM vs CLBK
+66.9%
+10.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +3.1% | +1.1% | +2.0% | +2.8% |
| 30D | +4.9% | +7.8% | -2.9% | +2.9% |
| 3M | +5.2% | +23.9% | -18.6% | -0.4% |
| 6M | +20.7% | +42.3% | -21.6% | +10.4% |
| YTD | +26.5% | +65.4% | -38.9% | +11.1% |
| 1Y | +37.8% | +70.3% | -32.5% | +19.8% |
| 3Y | +91.0% | +54.5% | +36.5% | +65.4% |
| 5Y | +47.0% | +43.1% | +3.9% | +23.0% |
| All | +77.2% | +66.9% | +10.3% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling