+28.3%
EMB vs CLBK
+67.9%
-39.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | -0.3% | +9.1% | -9.4% | -1.2% |
| 3M | -0.4% | +27.7% | -28.1% | -3.0% |
| 6M | +0.1% | +40.8% | -40.7% | -3.6% |
| YTD | +1.6% | +66.4% | -64.8% | -4.0% |
| 1Y | +5.6% | +72.4% | -66.8% | -0.7% |
| 3Y | +29.8% | +50.7% | -20.8% | +22.5% |
| 5Y | +7.3% | +42.9% | -35.7% | -0.2% |
| All | +28.3% | +67.9% | -39.6% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling