+290.8%
EWY vs CLS
+2,968.1%
-2,677.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.5% |
| 7D | +1.2% | +5.0% | -3.7% | 0.0% |
| 30D | +9.3% | +4.8% | +4.5% | +7.7% |
| 3M | +2.4% | -10.4% | +12.8% | +4.8% |
| 6M | +40.3% | +20.8% | +19.5% | +33.4% |
| YTD | +88.0% | +10.0% | +78.0% | +81.0% |
| 1Y | +143.8% | +28.5% | +115.3% | +123.1% |
| 3Y | +217.8% | +1,292.2% | -1,074.4% | +47.5% |
| 5Y | +142.7% | +3,616.8% | -3,474.1% | -16.4% |
| All | +290.8% | +2,968.1% | -2,677.3% | +18.5% |
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