+164.3%
EWY vs CLS
+47.9%
+116.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.3% |
| 7D | +4.8% | +4.6% | +0.2% | +2.8% |
| 30D | +11.7% | -13.9% | +25.6% | +17.2% |
| 3M | -7.4% | -26.6% | +19.2% | +2.2% |
| 6M | +40.6% | +15.4% | +25.1% | +35.8% |
| YTD | +94.3% | +5.7% | +88.6% | +89.3% |
| 1Y | +164.3% | +41.1% | +123.2% | +141.7% |
| All | +164.3% | +47.9% | +116.4% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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