+55.0%
EWZ vs CLF
-47.7%
+102.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | +6.5% | +7.6% | -1.1% | +5.4% |
| 30D | +4.8% | -1.2% | +6.0% | +4.9% |
| 3M | +9.9% | -13.4% | +23.3% | +11.4% |
| 6M | +1.9% | +15.4% | -13.5% | -1.4% |
| YTD | +20.3% | -5.9% | +26.2% | +18.9% |
| 1Y | +35.6% | +18.8% | +16.8% | +27.6% |
| 3Y | +43.4% | -19.4% | +62.8% | +38.2% |
| All | +55.0% | -47.7% | +102.7% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling