+746.2%
EEM vs CLS
+2,231.1%
-1,484.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +1.0% |
| 7D | +2.7% | +16.3% | -13.6% | -1.3% |
| 30D | -5.4% | -25.7% | +20.3% | +0.9% |
| 3M | -8.6% | -30.9% | +22.2% | -1.6% |
| 6M | -8.9% | -35.5% | +26.6% | -2.0% |
| YTD | +11.9% | -18.7% | +30.6% | +11.0% |
| 1Y | +13.1% | -17.9% | +31.0% | +10.5% |
| 3Y | +70.7% | +838.1% | -767.4% | -25.5% |
| 5Y | +31.8% | +1,971.9% | -1,940.1% | -56.5% |
| 10Y | +119.5% | +1,907.9% | -1,788.3% | -34.8% |
| All | +746.2% | +2,231.1% | -1,484.9% | +76.4% |
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