+3,154.0%
CLS vs EWZ
+94.8%
+3,059.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.5% | +7.0% |
| 7D | +10.9% | +0.9% | +10.1% | +10.5% |
| 30D | +2.1% | +12.8% | -10.7% | -3.7% |
| 3M | -10.2% | +10.8% | -20.9% | -14.4% |
| 6M | +30.4% | +2.5% | +27.9% | +29.3% |
| YTD | +17.2% | +21.4% | -4.1% | +8.1% |
| 1Y | +41.0% | +32.8% | +8.2% | +25.1% |
| 3Y | +1,338.0% | +45.2% | +1,292.8% | +1,116.3% |
| 5Y | +3,860.6% | +63.0% | +3,797.6% | +3,006.7% |
| All | +3,154.0% | +94.8% | +3,059.2% | +2,151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling