+346.7%
EWZ vs CLX
+391.1%
-44.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | -4.2% | +12.4% | -16.6% | -7.5% |
| 30D | -26.1% | +21.1% | -47.2% | -30.4% |
| 3M | -12.0% | -3.3% | -8.7% | -11.5% |
| 6M | -19.3% | +18.8% | -38.1% | -24.3% |
| YTD | +0.9% | +3.9% | -3.0% | -1.8% |
| 1Y | +3.4% | -3.8% | +7.2% | +2.9% |
| 3Y | +18.6% | -10.5% | +29.1% | +18.3% |
| 5Y | +56.6% | -26.7% | +83.3% | +61.0% |
| 10Y | +50.3% | +19.9% | +30.4% | +16.4% |
| All | +346.7% | +391.1% | -44.4% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling