+197.0%
EWY vs CLBK
+66.9%
+130.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | +8.0% | +1.1% | +6.9% | +7.7% |
| 30D | +14.3% | +7.8% | +6.6% | +12.0% |
| 3M | +2.3% | +23.9% | -21.6% | -3.9% |
| 6M | +49.9% | +42.3% | +7.5% | +35.5% |
| YTD | +95.3% | +65.4% | +29.9% | +68.7% |
| 1Y | +161.7% | +70.3% | +91.4% | +123.2% |
| 3Y | +230.2% | +54.5% | +175.7% | +181.4% |
| 5Y | +148.1% | +43.1% | +105.0% | +103.5% |
| All | +197.0% | +66.9% | +130.1% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling