+46.6%
EEM vs CLS
+3,586.2%
-3,539.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +2.0% | +20.1% | -18.1% | -1.1% |
| 30D | +5.1% | +6.0% | -1.0% | +3.8% |
| 3M | +4.6% | -10.3% | +14.9% | +5.4% |
| 6M | +17.8% | +24.5% | -6.7% | +12.1% |
| YTD | +25.8% | +12.9% | +13.0% | +20.7% |
| 1Y | +36.4% | +36.7% | -0.3% | +25.6% |
| 3Y | +90.0% | +1,328.1% | -1,238.1% | +5.6% |
| 5Y | +46.6% | +3,682.3% | -3,635.7% | -35.8% |
| All | +46.6% | +3,586.2% | -3,539.6% | -35.8% |
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