+57.8%
EWZ vs CLF
-51.2%
+109.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -1.5% | -19.6% | +18.1% | +1.4% |
| 30D | -24.5% | -5.0% | -19.5% | -24.2% |
| 3M | -10.7% | -6.3% | -4.4% | -10.4% |
| 6M | -19.1% | +2.8% | -21.9% | -20.5% |
| YTD | +1.6% | -13.7% | +15.3% | +1.2% |
| 1Y | +4.3% | +13.6% | -9.3% | -0.3% |
| 3Y | +19.0% | -34.0% | +53.0% | +18.8% |
| All | +57.8% | -51.2% | +109.1% | +67.1% |
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 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