+432.5%
EWZ vs CL
+491.8%
-59.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | +6.5% | -2.2% | +8.7% | +7.8% |
| 30D | +4.8% | -4.8% | +9.7% | +7.6% |
| 3M | +9.9% | +4.9% | +5.0% | +6.3% |
| 6M | +1.9% | -5.7% | +7.7% | +4.2% |
| YTD | +20.3% | +14.4% | +5.9% | +10.1% |
| 1Y | +35.6% | +8.7% | +26.9% | +26.9% |
| 3Y | +43.4% | +30.0% | +13.5% | +17.8% |
| 5Y | +55.9% | +28.4% | +27.6% | +26.3% |
| 10Y | +84.2% | +50.1% | +34.1% | +34.1% |
| All | +432.5% | +491.8% | -59.3% | +110.9% |
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