+856.1%
EEM vs CLS
+3,100.5%
-2,244.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.5% | -1.2% |
| 7D | +3.1% | +12.8% | -9.7% | -0.3% |
| 30D | +4.9% | +3.8% | +1.0% | +3.3% |
| 3M | +5.2% | -14.6% | +19.9% | +7.7% |
| 6M | +20.7% | +32.2% | -11.5% | +8.6% |
| YTD | +26.5% | +11.6% | +14.8% | +17.4% |
| 1Y | +37.8% | +35.1% | +2.8% | +18.9% |
| 3Y | +91.0% | +1,312.5% | -1,221.6% | -24.5% |
| 5Y | +47.0% | +3,542.1% | -3,495.0% | -58.1% |
| 10Y | +125.6% | +2,944.0% | -2,818.4% | -39.4% |
| All | +856.1% | +3,100.5% | -2,244.4% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling