+6.9%
EMB vs CLBK
+41.8%
-35.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.1% |
| 30D | -0.3% | +6.7% | -6.9% | -0.7% |
| 3M | -0.3% | +21.2% | -21.4% | -1.6% |
| 6M | +0.7% | +42.0% | -41.2% | -1.7% |
| YTD | +1.3% | +63.3% | -62.0% | -2.2% |
| 1Y | +4.7% | +65.4% | -60.7% | +1.0% |
| 3Y | +30.1% | +52.5% | -22.4% | +25.2% |
| 5Y | +6.9% | +42.0% | -35.1% | +3.2% |
| All | +6.9% | +41.8% | -35.0% | +3.2% |
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