+54.2%
EWZ vs CLX
-20.8%
+75.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +0.8% | +9.5% | -8.8% | +0.2% |
| 30D | -24.4% | +30.7% | -55.1% | -25.7% |
| 3M | -4.6% | +4.2% | -8.8% | -5.1% |
| 6M | -11.6% | +22.1% | -33.7% | -13.0% |
| YTD | +2.4% | +14.1% | -11.7% | +1.5% |
| 1Y | +2.1% | +10.3% | -8.2% | +1.3% |
| 3Y | +18.7% | -7.8% | +26.5% | +18.8% |
| All | +54.2% | -20.8% | +75.0% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling