+18.2%
EWZ vs CL
+39.6%
-21.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +1.3% | +2.6% | -1.3% | +1.0% |
| 30D | -26.2% | +11.8% | -37.9% | -27.1% |
| 3M | -8.6% | +5.9% | -14.5% | -9.5% |
| 6M | -17.0% | +13.3% | -30.4% | -18.4% |
| YTD | +2.2% | +27.1% | -25.0% | -0.6% |
| 1Y | +2.7% | +28.0% | -25.3% | -0.2% |
| 3Y | +18.2% | +39.4% | -21.2% | +13.9% |
| All | +18.2% | +39.6% | -21.4% | +13.9% |
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