+346.7%
EWZ vs CLF
+365.8%
-19.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.2% | +10.7% | +1.7% |
| 7D | -4.2% | -21.0% | +16.8% | +1.5% |
| 30D | -26.1% | -8.0% | -18.1% | -25.1% |
| 3M | -12.0% | -10.9% | -1.1% | -10.4% |
| 6M | -19.3% | +5.8% | -25.1% | -22.9% |
| YTD | +0.9% | -15.1% | +16.1% | 0.0% |
| 1Y | +3.4% | +7.2% | -3.8% | -4.1% |
| 3Y | +18.6% | -34.2% | +52.8% | +12.2% |
| 5Y | +56.6% | -49.6% | +106.2% | +49.0% |
| 10Y | +50.3% | +109.9% | -59.6% | -24.3% |
| All | +346.7% | +365.8% | -19.0% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling