+44.1%
EWZ vs CLBK
+67.9%
-23.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +1.2% | +5.3% | +6.0% |
| 30D | +4.8% | +9.1% | -4.3% | +1.3% |
| 3M | +9.9% | +27.7% | -17.8% | -0.3% |
| 6M | +1.9% | +40.8% | -38.9% | -10.9% |
| YTD | +20.3% | +66.4% | -46.1% | -1.9% |
| 1Y | +35.6% | +72.4% | -36.8% | +8.4% |
| 3Y | +43.4% | +50.7% | -7.2% | +15.8% |
| 5Y | +55.9% | +42.9% | +13.0% | +15.1% |
| All | +44.1% | +67.9% | -23.8% | -7.8% |
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