+91.0%
EWY vs CL
+39.7%
+51.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.2% | +3.9% |
| 7D | -10.4% | +1.3% | -11.7% | -10.3% |
| 30D | -25.4% | +11.4% | -36.8% | -25.0% |
| 3M | -16.5% | +4.4% | -20.9% | -16.1% |
| 6M | -24.7% | +10.8% | -35.5% | -24.7% |
| YTD | +40.9% | +25.1% | +15.8% | +39.4% |
| 1Y | +49.8% | +28.0% | +21.8% | +47.7% |
| 3Y | +134.8% | +37.6% | +97.2% | +123.7% |
| All | +91.0% | +39.7% | +51.3% | +78.0% |
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