-35.8%
CBRS vs EWZ
+4.8%
-40.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -6.5% |
| 7D | +15.7% | +5.6% | +10.1% | +10.1% |
| 30D | -11.9% | +9.3% | -21.1% | -18.5% |
| 3M | -16.0% | +15.7% | -31.7% | -23.7% |
| All | -35.8% | +4.8% | -40.6% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling