+905.8%
EWY vs CL
+480.3%
+425.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.1% |
| 7D | -6.3% | +0.5% | -6.8% | -6.6% |
| 30D | -19.8% | +11.6% | -31.4% | -24.0% |
| 3M | -14.4% | +5.6% | -20.1% | -17.3% |
| 6M | -25.3% | +13.2% | -38.4% | -31.2% |
| YTD | +46.2% | +26.9% | +19.2% | +27.4% |
| 1Y | +58.3% | +27.3% | +30.9% | +37.5% |
| 3Y | +155.0% | +39.7% | +115.3% | +105.7% |
| 5Y | +99.5% | +41.3% | +58.1% | +57.1% |
| 10Y | +219.4% | +76.3% | +143.1% | +115.3% |
| All | +905.8% | +480.3% | +425.5% | +285.9% |
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