+346.7%
EWZ vs CRL
+1,103.9%
-757.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | -0.4% |
| 7D | -4.2% | -16.8% | +12.6% | +0.6% |
| 30D | -26.1% | +2.6% | -28.8% | -27.3% |
| 3M | -12.0% | +20.1% | -32.1% | -17.2% |
| 6M | -19.3% | +68.8% | -88.1% | -31.7% |
| YTD | +0.9% | +56.9% | -56.0% | -13.8% |
| 1Y | +3.4% | +86.7% | -83.3% | -16.2% |
| 3Y | +18.6% | +72.1% | -53.5% | -8.1% |
| 5Y | +56.6% | -16.6% | +73.2% | +46.5% |
| 10Y | +50.3% | +359.0% | -308.8% | -19.3% |
| All | +346.7% | +1,103.9% | -757.2% | +85.3% |
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