+2,029.3%
CLS vs EWZ
+66.3%
+1,963.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.5% |
| 7D | +23.5% | +0.1% | +23.5% | +23.5% |
| 30D | -28.9% | -25.9% | -3.1% | -19.3% |
| 3M | -25.2% | -6.1% | -19.0% | -24.5% |
| 6M | -32.1% | -16.1% | -16.0% | -27.6% |
| YTD | -14.1% | +1.0% | -15.0% | -15.2% |
| 1Y | -24.1% | 0.0% | -24.0% | -24.8% |
| 3Y | +897.0% | +16.8% | +880.1% | +814.7% |
| 5Y | +2,089.9% | +52.1% | +2,037.8% | +1,647.0% |
| All | +2,029.3% | +66.3% | +1,963.1% | +1,480.5% |
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