+216.5%
EWY vs CLF
+82.3%
+134.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -6.9% | -2.9% |
| 7D | -10.2% | -9.1% | -1.2% | -8.7% |
| 30D | -21.5% | -0.9% | -20.5% | -21.4% |
| 3M | -14.7% | +3.0% | -17.6% | -15.5% |
| 6M | -26.8% | +16.7% | -43.5% | -29.4% |
| YTD | +43.2% | -3.2% | +46.3% | +41.1% |
| 1Y | +48.7% | +24.6% | +24.1% | +40.3% |
| 3Y | +147.9% | -22.3% | +170.2% | +138.8% |
| 5Y | +98.8% | -41.2% | +140.0% | +93.1% |
| 10Y | +216.5% | +83.5% | +133.0% | +117.8% |
| All | +216.5% | +82.3% | +134.2% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling