+21.7%
EWZ vs CLBK
+59.4%
-37.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -24.5% | +2.9% | -27.4% | -25.4% |
| 3M | -10.7% | +3.0% | -13.7% | -12.0% |
| 6M | -19.1% | +27.3% | -46.4% | -26.7% |
| YTD | +1.6% | +58.0% | -56.4% | -15.7% |
| 1Y | +4.3% | +62.4% | -58.1% | -14.6% |
| 3Y | +19.0% | +46.9% | -28.0% | -3.4% |
| 5Y | +57.7% | +25.3% | +32.4% | +26.5% |
| All | +21.7% | +59.4% | -37.7% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling