+1,236.8%
EWY vs CLS
+605.9%
+631.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.4% |
| 7D | +4.8% | +4.6% | +0.2% | +3.3% |
| 30D | +11.7% | -13.9% | +25.6% | +15.7% |
| 3M | -7.4% | -26.6% | +19.2% | +0.3% |
| 6M | +40.6% | +15.4% | +25.1% | +33.9% |
| YTD | +94.3% | +5.7% | +88.6% | +87.7% |
| 1Y | +164.3% | +41.1% | +123.2% | +131.9% |
| 3Y | +221.0% | +1,228.6% | -1,007.6% | +38.8% |
| 5Y | +139.1% | +3,240.6% | -3,101.5% | -22.6% |
| 10Y | +298.8% | +2,760.3% | -2,461.5% | +22.4% |
| All | +1,236.8% | +605.9% | +631.0% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling