+303.5%
EWY vs CLX
-3.7%
+307.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.4% | +3.3% |
| 7D | -0.1% | -5.7% | +5.6% | +0.4% |
| 30D | +7.3% | -17.0% | +24.3% | +9.0% |
| 3M | -5.1% | -9.7% | +4.5% | -4.5% |
| 6M | +42.1% | -19.8% | +61.9% | +44.7% |
| YTD | +94.1% | -9.8% | +104.0% | +96.0% |
| 1Y | +147.8% | -26.2% | +174.0% | +154.5% |
| 3Y | +222.9% | -36.2% | +259.1% | +234.3% |
| 5Y | +150.6% | -38.3% | +189.0% | +158.2% |
| All | +303.5% | -3.7% | +307.2% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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