+230.2%
EWY vs CLF
-14.9%
+245.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.8% |
| 7D | +8.0% | +6.5% | +1.5% | +6.8% |
| 30D | +14.3% | +0.2% | +14.1% | +14.2% |
| 3M | +2.3% | -3.1% | +5.4% | +2.4% |
| 6M | +49.9% | +25.0% | +24.8% | +44.2% |
| YTD | +95.3% | -7.5% | +102.8% | +93.7% |
| 1Y | +161.7% | +11.5% | +150.2% | +151.4% |
| 3Y | +230.2% | -13.7% | +243.9% | +211.5% |
| All | +230.2% | -14.9% | +245.1% | +211.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling