-32.5%
CBRS vs EWZ
+2.8%
-35.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.7% | +11.0% | +10.9% |
| 7D | +17.3% | +6.5% | +10.8% | +10.6% |
| 30D | -2.0% | +4.8% | -6.8% | -5.1% |
| 3M | -2.5% | +9.9% | -12.4% | -8.5% |
| All | -32.5% | +2.8% | -35.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · Available span rolling