+84.1%
EWZ vs CLX
-3.9%
+88.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.2% |
| 7D | +5.6% | -3.5% | +9.1% | +6.0% |
| 30D | +9.3% | -11.9% | +21.1% | +10.9% |
| 3M | +15.7% | -2.6% | +18.3% | +15.8% |
| 6M | +7.4% | -18.2% | +25.6% | +9.8% |
| YTD | +22.7% | -5.9% | +28.6% | +23.2% |
| 1Y | +36.4% | -23.8% | +60.2% | +40.5% |
| 3Y | +50.4% | -33.6% | +84.0% | +56.6% |
| 5Y | +67.6% | -35.7% | +103.3% | +73.6% |
| 10Y | +84.1% | -2.5% | +86.6% | +55.8% |
| All | +84.1% | -3.9% | +88.0% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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