+147.8%
EWY vs CLS
+37.8%
+110.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.6% | -3.3% | +0.8% |
| 7D | -0.1% | +10.9% | -11.0% | -3.9% |
| 30D | +7.3% | +2.1% | +5.2% | +6.1% |
| 3M | -5.1% | -10.2% | +5.1% | -2.5% |
| 6M | +42.1% | +30.4% | +11.7% | +31.3% |
| YTD | +94.1% | +17.2% | +76.9% | +81.5% |
| 1Y | +147.8% | +41.0% | +106.8% | +118.6% |
| All | +147.8% | +37.8% | +110.0% | +118.6% |
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 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