+854.3%
EEM vs CLX
+292.4%
+561.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | +2.3% | -9.2% | +11.6% | +5.6% |
| 30D | +4.5% | -11.0% | +15.6% | +8.6% |
| 3M | -0.1% | +5.0% | -5.1% | -2.7% |
| 6M | +16.9% | -18.8% | +35.8% | +24.1% |
| YTD | +26.2% | -4.4% | +30.6% | +26.2% |
| 1Y | +40.5% | -21.9% | +62.4% | +50.3% |
| 3Y | +86.2% | -32.8% | +118.9% | +106.0% |
| 5Y | +45.5% | -34.6% | +80.0% | +56.4% |
| 10Y | +128.6% | -4.7% | +133.3% | +75.2% |
| All | +854.3% | +292.4% | +561.9% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling