+195.1%
EWY vs CLBK
+65.5%
+129.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -1.5% | +1.4% | +0.3% |
| 30D | +7.3% | -1.0% | +8.3% | +7.5% |
| 3M | -5.1% | +22.9% | -28.1% | -10.7% |
| 6M | +42.1% | +44.2% | -2.1% | +28.0% |
| YTD | +94.1% | +64.0% | +30.1% | +68.1% |
| 1Y | +147.8% | +65.7% | +82.2% | +113.0% |
| 3Y | +222.9% | +54.1% | +168.9% | +175.3% |
| 5Y | +150.6% | +44.7% | +105.9% | +104.0% |
| All | +195.1% | +65.5% | +129.6% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling