+50.3%
EWZ vs CRL
+400.8%
-350.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +0.7% |
| 7D | +1.4% | +4.4% | -3.0% | -0.1% |
| 30D | -25.1% | +17.1% | -42.2% | -29.0% |
| 3M | -7.7% | +32.1% | -39.8% | -15.5% |
| 6M | -15.8% | +98.9% | -114.8% | -32.1% |
| YTD | +3.6% | +77.1% | -73.5% | -14.6% |
| 1Y | +5.5% | +110.3% | -104.8% | -17.6% |
| 3Y | +22.1% | +108.5% | -86.4% | -12.1% |
| 5Y | +58.3% | -7.9% | +66.2% | +54.5% |
| 10Y | +50.3% | +368.9% | -318.7% | -32.2% |
| All | +50.3% | +400.8% | -350.6% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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