+142.7%
EWY vs CLBK
+41.8%
+100.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.3% |
| 7D | +1.2% | -1.4% | +2.6% | +1.5% |
| 30D | +9.3% | +4.5% | +4.8% | +8.4% |
| 3M | +2.4% | +22.8% | -20.4% | -1.3% |
| 6M | +40.3% | +43.4% | -3.2% | +31.8% |
| YTD | +88.0% | +64.1% | +23.9% | +72.4% |
| 1Y | +143.8% | +67.6% | +76.3% | +122.4% |
| 3Y | +217.8% | +53.3% | +164.5% | +189.7% |
| 5Y | +142.7% | +44.8% | +97.9% | +111.7% |
| All | +142.7% | +41.8% | +100.9% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling