+346.7%
EWZ vs CL
+561.7%
-214.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.2% | +5.9% | -10.1% | -7.2% |
| 30D | -26.1% | +13.8% | -39.9% | -31.2% |
| 3M | -12.0% | +6.4% | -18.5% | -15.2% |
| 6M | -19.3% | +15.6% | -34.9% | -26.1% |
| YTD | +0.9% | +27.9% | -27.0% | -13.2% |
| 1Y | +3.4% | +31.4% | -28.0% | -12.6% |
| 3Y | +18.6% | +41.4% | -22.8% | -6.8% |
| 5Y | +56.6% | +42.8% | +13.8% | +19.6% |
| 10Y | +50.3% | +79.7% | -29.4% | -1.3% |
| All | +346.7% | +561.7% | -214.9% | +66.3% |
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