+36.4%
EWZ vs CLX
-24.4%
+60.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.1% |
| 7D | +5.6% | -3.5% | +9.1% | +5.8% |
| 30D | +9.3% | -11.9% | +21.1% | +10.0% |
| 3M | +15.7% | -2.6% | +18.3% | +15.5% |
| 6M | +7.4% | -18.2% | +25.6% | +9.8% |
| YTD | +22.7% | -5.9% | +28.6% | +27.3% |
| 1Y | +36.4% | -23.8% | +60.2% | +39.4% |
| All | +36.4% | -24.4% | +60.7% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling