+272.2%
CME vs EWZ
+96.6%
+175.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | +6.2% | +13.5% | -7.3% | +3.3% |
| 3M | +4.4% | +15.2% | -10.9% | +1.1% |
| 6M | -9.6% | +3.7% | -13.4% | -10.8% |
| YTD | +3.8% | +22.5% | -18.7% | -1.6% |
| 1Y | +9.5% | +35.3% | -25.7% | +1.4% |
| 3Y | +51.9% | +50.2% | +1.7% | +35.2% |
| 5Y | +78.7% | +64.6% | +14.1% | +51.4% |
| All | +272.2% | +96.6% | +175.6% | +184.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling