+432.5%
EWZ vs CRL
+1,009.6%
-577.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.2% |
| 7D | +6.5% | -1.0% | +7.5% | +6.8% |
| 30D | +4.8% | +10.7% | -5.8% | +1.8% |
| 3M | +9.9% | +55.3% | -45.4% | -3.6% |
| 6M | +1.9% | +60.7% | -58.7% | -12.3% |
| YTD | +20.3% | +44.6% | -24.3% | +6.0% |
| 1Y | +35.6% | +77.7% | -42.1% | +11.6% |
| 3Y | +43.4% | +37.6% | +5.8% | +19.7% |
| 5Y | +55.9% | -35.8% | +91.8% | +58.8% |
| 10Y | +84.2% | +241.7% | -157.6% | +8.2% |
| All | +432.5% | +1,009.6% | -577.1% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling