+353.6%
EWZ vs CL
+562.2%
-208.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.6% | -0.1% |
| 7D | -4.1% | +7.7% | -11.8% | -7.9% |
| 30D | -25.0% | +15.2% | -40.2% | -30.6% |
| 3M | -10.6% | +7.3% | -18.0% | -14.2% |
| 6M | -16.6% | +17.0% | -33.6% | -24.1% |
| YTD | +2.5% | +28.0% | -25.5% | -11.9% |
| 1Y | +8.1% | +32.1% | -24.0% | -8.9% |
| 3Y | +20.4% | +41.5% | -21.1% | -5.4% |
| 5Y | +62.7% | +43.9% | +18.8% | +23.7% |
| 10Y | +52.6% | +79.8% | -27.2% | +0.2% |
| All | +353.6% | +562.2% | -208.5% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling