+29.8%
EEM vs CLF
-51.2%
+81.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.0% |
| 7D | -2.8% | -19.6% | +16.8% | 0.0% |
| 30D | -11.9% | -5.0% | -7.0% | -11.6% |
| 3M | -8.8% | -6.3% | -2.5% | -8.5% |
| 6M | -11.6% | +2.8% | -14.4% | -13.0% |
| YTD | +9.0% | -13.7% | +22.7% | +8.6% |
| 1Y | +10.6% | +13.6% | -3.0% | +6.1% |
| 3Y | +64.4% | -34.0% | +98.3% | +62.9% |
| All | +29.8% | -51.2% | +81.1% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling