+55.0%
EWZ vs CL
+28.4%
+26.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +6.5% | -2.2% | +8.7% | +6.9% |
| 30D | +4.8% | -4.8% | +9.7% | +5.6% |
| 3M | +9.9% | +4.9% | +5.0% | +8.7% |
| 6M | +1.9% | -5.7% | +7.7% | +2.6% |
| YTD | +20.3% | +14.4% | +5.9% | +17.2% |
| 1Y | +35.6% | +8.7% | +26.9% | +33.3% |
| 3Y | +43.4% | +30.0% | +13.5% | +33.6% |
| All | +55.0% | +28.4% | +26.6% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling