+64.2%
EWZ vs CLF
+80.0%
-15.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +0.1% | +16.0% | -15.9% | -3.0% |
| 30D | -25.9% | +1.6% | -27.5% | -26.6% |
| 3M | -6.1% | +6.7% | -12.8% | -8.3% |
| 6M | -16.1% | +21.1% | -37.2% | -21.3% |
| YTD | +1.0% | -1.6% | +2.6% | -2.6% |
| 1Y | 0.0% | +18.5% | -18.5% | -7.6% |
| 3Y | +16.8% | -21.0% | +37.9% | +8.8% |
| 5Y | +52.1% | -41.4% | +93.5% | +44.0% |
| All | +64.2% | +80.0% | -15.7% | -6.3% |
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