+50.3%
EWZ vs CL
+76.2%
-25.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +1.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.1% |
| 30D | -25.1% | +11.6% | -36.7% | -28.7% |
| 3M | -7.7% | +5.6% | -13.3% | -10.1% |
| 6M | -15.8% | +13.2% | -29.0% | -20.9% |
| YTD | +3.6% | +26.9% | -23.3% | -8.2% |
| 1Y | +5.5% | +27.3% | -21.8% | -6.8% |
| 3Y | +22.1% | +39.7% | -17.6% | -0.8% |
| 5Y | +58.3% | +41.3% | +17.0% | +24.8% |
| 10Y | +50.3% | +76.3% | -26.0% | +7.0% |
| All | +50.3% | +76.2% | -25.9% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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