+128.5%
EEM vs CLX
-3.7%
+132.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -1.3% | -5.7% | +4.4% | -0.7% |
| 30D | +2.1% | -17.0% | +19.1% | +3.8% |
| 3M | +1.0% | -9.7% | +10.7% | +1.8% |
| 6M | +15.9% | -19.8% | +35.8% | +18.1% |
| YTD | +24.6% | -9.8% | +34.5% | +25.6% |
| 1Y | +32.3% | -26.2% | +58.4% | +35.7% |
| 3Y | +85.9% | -36.2% | +122.1% | +92.5% |
| 5Y | +45.4% | -38.3% | +83.7% | +49.7% |
| All | +128.5% | -3.7% | +132.2% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling