+60.8%
EWZ vs CRL
+353.6%
-292.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | +1.3% | -1.7% | +3.0% | +1.6% |
| 30D | -26.2% | +14.6% | -40.7% | -29.5% |
| 3M | -8.6% | +24.8% | -33.5% | -15.0% |
| 6M | -17.0% | +94.7% | -111.7% | -32.7% |
| YTD | +2.2% | +73.4% | -71.2% | -15.3% |
| 1Y | +2.7% | +104.7% | -102.0% | -19.2% |
| 3Y | +18.2% | +101.1% | -82.9% | -13.9% |
| 5Y | +56.0% | -10.8% | +66.8% | +54.0% |
| 10Y | +60.8% | +358.8% | -298.0% | -26.6% |
| All | +60.8% | +353.6% | -292.8% | -26.6% |
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