+229.5%
EWY vs CLS
+1,916.3%
-1,686.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -0.3% |
| 7D | +4.2% | +16.3% | -12.1% | -0.1% |
| 30D | -10.7% | -25.7% | +15.0% | -3.7% |
| 3M | -20.1% | -30.9% | +10.8% | -12.5% |
| 6M | -24.3% | -35.5% | +11.2% | -15.9% |
| YTD | +46.9% | -18.7% | +65.6% | +52.5% |
| 1Y | +55.2% | -17.9% | +73.1% | +59.2% |
| 3Y | +157.0% | +838.1% | -681.1% | +32.2% |
| 5Y | +98.9% | +1,971.9% | -1,873.0% | -20.3% |
| All | +229.5% | +1,916.3% | -1,686.7% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling