+43.6%
EWZ vs CRL
+386.8%
-343.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.1% | -1.4% |
| 7D | -1.5% | -6.1% | +4.6% | -0.1% |
| 30D | -24.5% | +12.4% | -36.9% | -27.6% |
| 3M | -10.7% | +27.1% | -37.8% | -17.3% |
| 6M | -19.1% | +85.7% | -104.8% | -33.4% |
| YTD | +1.6% | +69.2% | -67.6% | -15.1% |
| 1Y | +4.3% | +97.5% | -93.2% | -17.0% |
| 3Y | +19.0% | +86.1% | -67.1% | -10.8% |
| 5Y | +57.7% | -10.0% | +67.7% | +54.0% |
| All | +43.6% | +386.8% | -343.2% | -30.5% |
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