+747.7%
EEM vs CLF
+637.7%
+110.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.1% | +1.4% |
| 7D | -0.1% | -14.1% | +14.0% | +2.9% |
| 30D | -8.6% | -5.5% | -3.1% | -8.1% |
| 3M | -7.0% | 0.0% | -7.0% | -8.1% |
| 6M | -9.7% | +11.3% | -21.0% | -13.8% |
| YTD | +12.1% | -7.7% | +19.8% | +9.7% |
| 1Y | +14.1% | +17.5% | -3.5% | +5.6% |
| 3Y | +72.1% | -25.4% | +97.6% | +61.5% |
| 5Y | +34.1% | -46.0% | +80.1% | +27.7% |
| 10Y | +109.6% | +80.1% | +29.5% | +20.3% |
| All | +747.7% | +637.7% | +110.1% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling