+46.7%
EEM vs CLX
-36.6%
+83.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 3M | +4.6% | -7.9% | +12.5% | +5.0% |
| 6M | +17.8% | -19.0% | +36.8% | +19.3% |
| YTD | +25.8% | -7.9% | +33.8% | +26.6% |
| 1Y | +36.4% | -25.4% | +61.8% | +39.0% |
| 3Y | +90.0% | -35.0% | +125.0% | +94.2% |
| All | +46.7% | -36.6% | +83.3% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling