+43.6%
EWZ vs CLX
+19.4%
+24.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.5% | +13.6% | -15.1% | -2.9% |
| 30D | -24.5% | +23.4% | -47.9% | -26.4% |
| 3M | -10.7% | -2.8% | -7.9% | -10.6% |
| 6M | -19.1% | +14.0% | -33.1% | -20.7% |
| YTD | +1.6% | +4.2% | -2.6% | +0.7% |
| 1Y | +4.3% | -1.2% | +5.5% | +3.9% |
| 3Y | +19.0% | -12.7% | +31.7% | +19.5% |
| 5Y | +57.7% | -26.5% | +84.2% | +60.0% |
| All | +43.6% | +19.4% | +24.2% | +6.6% |
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