+12.2%
EEM vs CLF
+26.4%
-14.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | +5.3% | +16.0% | -10.6% | +2.9% |
| 30D | -7.0% | +1.6% | -8.6% | -7.6% |
| 3M | -8.0% | +6.7% | -14.7% | -9.5% |
| 6M | -6.6% | +21.1% | -27.8% | -10.0% |
| YTD | +12.3% | -1.6% | +13.9% | +7.4% |
| 1Y | +12.2% | +18.5% | -6.3% | +5.3% |
| All | +12.2% | +26.4% | -14.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling