+87.7%
EEM vs CLX
-35.1%
+122.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +2.0% | -4.9% | +6.9% | +2.3% |
| 30D | +5.1% | -15.8% | +20.9% | +6.3% |
| 3M | +4.6% | -7.9% | +12.5% | +5.1% |
| 6M | +17.8% | -19.0% | +36.8% | +19.8% |
| YTD | +25.8% | -7.9% | +33.8% | +27.2% |
| 1Y | +36.4% | -25.4% | +61.8% | +40.0% |
| All | +87.7% | -35.1% | +122.8% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling