+153.3%
EWY vs CL
+27.0%
+126.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.4% |
| 7D | +6.7% | -2.3% | +9.0% | +6.6% |
| 30D | +17.0% | -5.5% | +22.5% | +16.9% |
| 3M | +3.7% | +0.8% | +2.8% | +3.0% |
| 6M | +42.5% | -4.2% | +46.7% | +42.2% |
| YTD | +96.2% | +13.4% | +82.8% | +93.0% |
| 1Y | +160.4% | +7.1% | +153.3% | +158.2% |
| 3Y | +231.7% | +29.0% | +202.7% | +211.7% |
| 5Y | +153.3% | +28.3% | +125.0% | +134.1% |
| All | +153.3% | +27.0% | +126.2% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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