+44.7%
EWZ vs CL
+30.5%
+14.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +6.5% | -2.2% | +8.7% | +6.7% |
| 30D | +4.8% | -4.8% | +9.7% | +5.3% |
| 3M | +9.9% | +4.9% | +5.0% | +9.1% |
| 6M | +1.9% | -5.7% | +7.7% | +2.2% |
| YTD | +20.3% | +14.4% | +5.9% | +18.5% |
| 1Y | +35.6% | +8.7% | +26.9% | +34.5% |
| All | +44.7% | +30.5% | +14.3% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling