+15.0%
EEM vs CLX
-6.5%
+21.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.9% | +0.5% |
| 7D | -3.0% | +14.2% | -17.2% | -3.7% |
| 30D | -10.3% | +22.7% | -33.0% | -11.4% |
| 3M | -6.6% | -2.8% | -3.9% | -6.4% |
| 6M | -3.4% | +17.7% | -21.1% | -5.9% |
| YTD | +13.2% | +3.3% | +9.9% | +18.8% |
| 1Y | +15.0% | -5.6% | +20.6% | +20.8% |
| All | +15.0% | -6.5% | +21.6% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling