+3.0%
CDE vs EWZ
+440.8%
-437.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.8% |
| 7D | -3.1% | +0.9% | -4.0% | -3.7% |
| 30D | +9.5% | +12.8% | -3.3% | +1.8% |
| 3M | +25.5% | +10.8% | +14.7% | +18.0% |
| 6M | -7.9% | +2.5% | -10.4% | -8.6% |
| YTD | +15.6% | +21.4% | -5.8% | +4.5% |
| 1Y | +34.0% | +32.8% | +1.3% | +14.8% |
| 3Y | +791.9% | +45.2% | +746.7% | +634.1% |
| 5Y | +197.7% | +63.0% | +134.7% | +130.6% |
| 10Y | +55.0% | +93.2% | -38.1% | -2.9% |
| All | +3.0% | +440.8% | -437.8% | -38.3% |
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 · 6 months rolling