+43.6%
EWZ vs CLF
+104.8%
-61.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -1.5% | -19.6% | +18.1% | +2.7% |
| 30D | -24.5% | -5.0% | -19.5% | -24.2% |
| 3M | -10.7% | -6.3% | -4.4% | -10.3% |
| 6M | -19.1% | +2.8% | -21.9% | -21.3% |
| YTD | +1.6% | -13.7% | +15.3% | +0.8% |
| 1Y | +4.3% | +13.6% | -9.3% | -2.7% |
| 3Y | +19.0% | -34.0% | +53.0% | +15.4% |
| 5Y | +57.7% | -48.7% | +106.4% | +53.6% |
| All | +43.6% | +104.8% | -61.2% | -11.7% |
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