+869.8%
EWY vs CL
+472.1%
+397.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.2% | +5.0% |
| 7D | -10.4% | +1.3% | -11.7% | -11.0% |
| 30D | -25.4% | +11.4% | -36.8% | -29.3% |
| 3M | -16.5% | +4.4% | -20.9% | -18.9% |
| 6M | -24.7% | +10.8% | -35.5% | -30.0% |
| YTD | +40.9% | +25.1% | +15.8% | +23.6% |
| 1Y | +49.8% | +28.0% | +21.8% | +29.7% |
| 3Y | +134.8% | +37.6% | +97.2% | +90.6% |
| 5Y | +91.4% | +39.7% | +51.7% | +51.4% |
| 10Y | +204.3% | +75.8% | +128.5% | +105.1% |
| All | +869.8% | +472.1% | +397.6% | +274.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling