+125.7%
EEM vs CLS
+2,968.1%
-2,842.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.7% |
| 7D | -0.7% | +5.0% | -5.7% | -1.6% |
| 30D | +2.4% | +4.8% | -2.4% | +1.1% |
| 3M | +4.2% | -10.4% | +14.5% | +5.1% |
| 6M | +14.8% | +20.8% | -6.0% | +8.5% |
| YTD | +23.1% | +10.0% | +13.1% | +17.4% |
| 1Y | +32.5% | +28.5% | +4.0% | +20.9% |
| 3Y | +85.9% | +1,292.2% | -1,206.3% | -6.2% |
| 5Y | +43.6% | +3,616.8% | -3,573.2% | -44.7% |
| All | +125.7% | +2,968.1% | -2,842.4% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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