+62.4%
EWY vs CLF
+12.5%
+49.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.2% | +7.3% | +0.6% |
| 7D | -8.3% | -7.9% | -0.4% | -6.4% |
| 30D | -20.5% | +5.2% | -25.8% | -22.0% |
| 3M | -11.1% | +4.3% | -15.4% | -12.9% |
| 6M | -7.0% | +25.3% | -32.3% | -12.4% |
| YTD | +56.5% | -3.3% | +59.8% | +47.2% |
| 1Y | +62.4% | +20.2% | +42.2% | +47.9% |
| All | +62.4% | +12.5% | +49.9% | +47.9% |
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