+1,312.5%
CLS vs EWZ
+50.2%
+1,262.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.7% | +4.2% |
| 7D | +12.8% | +5.6% | +7.2% | +8.3% |
| 30D | +3.8% | +9.3% | -5.4% | -2.9% |
| 3M | -14.6% | +15.7% | -30.3% | -23.1% |
| 6M | +32.2% | +7.4% | +24.8% | +26.5% |
| YTD | +11.6% | +22.7% | -11.1% | -0.8% |
| 1Y | +35.1% | +36.4% | -1.3% | +12.3% |
| 3Y | +1,312.5% | +50.4% | +1,262.2% | +985.7% |
| All | +1,312.5% | +50.2% | +1,262.3% | +985.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling