+1,244.2%
EWY vs CLX
+365.8%
+878.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.0% |
| 7D | +8.0% | -3.5% | +11.6% | +9.1% |
| 30D | +14.3% | -11.9% | +26.2% | +18.4% |
| 3M | +2.3% | -2.6% | +4.9% | +2.2% |
| 6M | +49.9% | -18.2% | +68.0% | +57.0% |
| YTD | +95.3% | -5.9% | +101.2% | +96.4% |
| 1Y | +161.7% | -23.8% | +185.6% | +179.3% |
| 3Y | +230.2% | -33.6% | +263.7% | +261.4% |
| 5Y | +148.1% | -35.7% | +183.8% | +166.4% |
| 10Y | +293.2% | -2.5% | +295.7% | +227.4% |
| All | +1,244.2% | +365.8% | +878.4% | +527.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling