+56.6%
EWZ vs CL
+43.3%
+13.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.2% | +5.9% | -10.1% | -5.1% |
| 30D | -26.1% | +13.8% | -39.9% | -27.7% |
| 3M | -12.0% | +6.4% | -18.5% | -13.1% |
| 6M | -19.3% | +15.6% | -34.9% | -21.4% |
| YTD | +0.9% | +27.9% | -27.0% | -3.5% |
| 1Y | +3.4% | +31.4% | -28.0% | -1.7% |
| 3Y | +18.6% | +41.4% | -22.8% | +9.3% |
| 5Y | +56.6% | +42.8% | +13.8% | +41.4% |
| All | +56.6% | +43.3% | +13.3% | +41.4% |
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