+32.2%
EEM vs CLS
+2,101.3%
-2,069.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.0% | -2.2% |
| 7D | +5.3% | +23.5% | -18.2% | +1.7% |
| 30D | -7.0% | -28.9% | +21.9% | -2.4% |
| 3M | -8.0% | -25.2% | +17.2% | -4.6% |
| 6M | -6.6% | -32.1% | +25.5% | -2.6% |
| YTD | +12.3% | -14.1% | +26.4% | +11.7% |
| 1Y | +12.2% | -24.1% | +36.2% | +12.7% |
| 3Y | +71.2% | +897.0% | -825.8% | -0.8% |
| 5Y | +32.2% | +2,089.9% | -2,057.7% | -40.2% |
| All | +32.2% | +2,101.3% | -2,069.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling