+102.5%
EWY vs CLS
+2,101.3%
-1,998.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -2.9% |
| 7D | +10.4% | +23.5% | -13.1% | +4.1% |
| 30D | -12.7% | -28.9% | +16.2% | -4.8% |
| 3M | -17.3% | -25.2% | +7.8% | -11.3% |
| 6M | -18.6% | -32.1% | +13.5% | -10.7% |
| YTD | +49.5% | -14.1% | +63.6% | +53.8% |
| 1Y | +55.0% | -24.1% | +79.0% | +61.9% |
| 3Y | +159.0% | +897.0% | -738.0% | +35.8% |
| 5Y | +102.5% | +2,089.9% | -1,987.4% | -20.6% |
| All | +102.5% | +2,101.3% | -1,998.8% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling