+56.0%
EWZ vs CL
+41.7%
+14.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +1.3% | +2.6% | -1.3% | +0.9% |
| 30D | -26.2% | +11.8% | -37.9% | -27.5% |
| 3M | -8.6% | +5.9% | -14.5% | -9.6% |
| 6M | -17.0% | +13.3% | -30.4% | -19.0% |
| YTD | +2.2% | +27.1% | -25.0% | -2.2% |
| 1Y | +2.7% | +28.0% | -25.3% | -1.9% |
| 3Y | +18.2% | +39.4% | -21.2% | +9.3% |
| 5Y | +56.0% | +40.8% | +15.3% | +41.5% |
| All | +56.0% | +41.7% | +14.3% | +41.5% |
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