+19.0%
EWZ vs CLBK
+44.9%
-25.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | -24.5% | +2.9% | -27.4% | -24.9% |
| 3M | -10.7% | +3.0% | -13.7% | -11.2% |
| 6M | -19.1% | +27.3% | -46.4% | -22.5% |
| YTD | +1.6% | +58.0% | -56.4% | -6.4% |
| 1Y | +4.3% | +62.4% | -58.1% | -4.4% |
| 3Y | +19.0% | +46.9% | -28.0% | +9.3% |
| All | +19.0% | +44.9% | -25.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling