+91.0%
EEM vs CLS
+1,316.2%
-1,225.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.5% | -0.6% |
| 7D | +3.1% | +12.8% | -9.7% | +1.3% |
| 30D | +4.9% | +3.8% | +1.0% | +4.1% |
| 3M | +5.2% | -14.6% | +19.9% | +6.6% |
| 6M | +20.7% | +32.2% | -11.5% | +15.4% |
| YTD | +26.5% | +11.6% | +14.8% | +22.6% |
| 1Y | +37.8% | +35.1% | +2.8% | +29.7% |
| 3Y | +91.0% | +1,312.5% | -1,221.6% | +27.2% |
| All | +91.0% | +1,316.2% | -1,225.2% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling