+1,236.8%
EWY vs CL
+423.0%
+813.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.2% |
| 7D | +4.8% | -2.2% | +7.0% | +5.8% |
| 30D | +11.7% | -4.8% | +16.5% | +13.8% |
| 3M | -7.4% | +4.9% | -12.3% | -11.1% |
| 6M | +40.6% | -5.7% | +46.3% | +41.7% |
| YTD | +94.3% | +14.4% | +79.9% | +78.5% |
| 1Y | +164.3% | +8.7% | +155.5% | +147.0% |
| 3Y | +221.0% | +30.0% | +191.0% | +168.3% |
| 5Y | +139.1% | +28.4% | +110.8% | +97.5% |
| 10Y | +298.8% | +50.1% | +248.7% | +192.6% |
| All | +1,236.8% | +423.0% | +813.9% | +440.6% |
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