+147.8%
EWY vs CLX
-25.9%
+173.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.4% | +3.2% |
| 7D | -0.1% | -5.7% | +5.6% | -0.1% |
| 30D | +7.3% | -17.0% | +24.3% | +7.2% |
| 3M | -5.1% | -9.7% | +4.5% | -4.8% |
| 6M | +42.1% | -19.8% | +61.9% | +47.3% |
| YTD | +94.1% | -9.8% | +104.0% | +116.2% |
| 1Y | +147.8% | -26.2% | +174.0% | +150.6% |
| All | +147.8% | -25.9% | +173.7% | +150.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling