+47.0%
EWZ vs CLBK
+66.9%
-19.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +5.6% | +1.1% | +4.4% | +5.1% |
| 30D | +9.3% | +7.8% | +1.5% | +6.0% |
| 3M | +15.7% | +23.9% | -8.2% | +6.2% |
| 6M | +7.4% | +42.3% | -34.9% | -6.5% |
| YTD | +22.7% | +65.4% | -42.7% | +0.2% |
| 1Y | +36.4% | +70.3% | -33.9% | +9.5% |
| 3Y | +50.4% | +54.5% | -4.1% | +19.9% |
| 5Y | +67.6% | +43.1% | +24.5% | +23.2% |
| All | +47.0% | +66.9% | -19.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling