+7.4%
EMB vs CLBK
+27.9%
-20.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.7% |
| 7D | -0.7% | +2.5% | -3.1% | -0.8% |
| 30D | +0.5% | +3.7% | -3.1% | +0.3% |
| 3M | -2.5% | -3.3% | +0.8% | -2.3% |
| 6M | -2.0% | +29.6% | -31.7% | -3.8% |
| YTD | -0.9% | +60.3% | -61.1% | -4.2% |
| 1Y | -0.3% | +63.4% | -63.7% | -3.8% |
| 3Y | +29.2% | +53.8% | -24.6% | +24.2% |
| 5Y | +7.4% | +29.0% | -21.5% | +3.6% |
| All | +7.4% | +27.9% | -20.4% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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