+132.3%
EEM vs CLF
+116.4%
+15.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +2.0% | -2.7% | +4.6% | +2.4% |
| 30D | +5.1% | -3.2% | +8.3% | +5.4% |
| 3M | +4.6% | -5.0% | +9.5% | +4.7% |
| 6M | +17.8% | +26.6% | -8.8% | +12.7% |
| YTD | +25.8% | -9.0% | +34.8% | +25.1% |
| 1Y | +36.4% | +11.8% | +24.6% | +30.0% |
| 3Y | +90.0% | -15.1% | +105.1% | +80.2% |
| 5Y | +46.6% | -48.2% | +94.8% | +44.3% |
| 10Y | +132.3% | +127.6% | +4.7% | +59.2% |
| All | +132.3% | +116.4% | +15.9% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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