+18.1%
EWZ vs CLF
-34.5%
+52.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.2% | +10.7% | -0.2% |
| 7D | -4.2% | -21.0% | +16.8% | -1.9% |
| 30D | -26.1% | -8.0% | -18.1% | -25.6% |
| 3M | -12.0% | -10.9% | -1.1% | -11.3% |
| 6M | -19.3% | +5.8% | -25.1% | -20.3% |
| YTD | +0.9% | -15.1% | +16.1% | +0.8% |
| 1Y | +3.4% | +7.2% | -3.8% | +1.0% |
| All | +18.1% | -34.5% | +52.7% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling