+164.3%
EWY vs CLF
+20.0%
+144.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.2% |
| 7D | +4.8% | +7.6% | -2.8% | +3.0% |
| 30D | +11.7% | -1.2% | +12.9% | +11.8% |
| 3M | -7.4% | -13.4% | +6.0% | -4.7% |
| 6M | +40.6% | +15.4% | +25.1% | +34.6% |
| YTD | +94.3% | -5.9% | +100.1% | +89.3% |
| 1Y | +164.3% | +18.8% | +145.5% | +150.8% |
| All | +164.3% | +20.0% | +144.3% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling