+60.8%
EWZ vs CLF
+82.3%
-21.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.4% |
| 7D | +1.3% | -9.1% | +10.4% | +2.9% |
| 30D | -26.2% | -0.9% | -25.2% | -26.5% |
| 3M | -8.6% | +3.0% | -11.6% | -10.0% |
| 6M | -17.0% | +16.7% | -33.7% | -21.5% |
| YTD | +2.2% | -3.2% | +5.3% | -1.1% |
| 1Y | +2.7% | +24.6% | -21.9% | -6.2% |
| 3Y | +18.2% | -22.3% | +40.5% | +10.4% |
| 5Y | +56.0% | -41.2% | +97.2% | +47.5% |
| 10Y | +60.8% | +83.5% | -22.7% | -8.1% |
| All | +60.8% | +82.3% | -21.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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