+77.2%
CME vs EWZ
+60.6%
+16.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | -2.9% | +5.6% | -8.4% | -3.3% |
| 30D | +5.5% | +9.3% | -3.7% | +4.8% |
| 3M | +11.0% | +15.7% | -4.7% | +9.7% |
| 6M | -9.7% | +7.4% | -17.1% | -10.4% |
| YTD | +4.9% | +22.7% | -17.8% | +2.6% |
| 1Y | +10.1% | +36.4% | -26.3% | +6.5% |
| 3Y | +53.5% | +50.4% | +3.1% | +46.0% |
| 5Y | +77.2% | +67.6% | +9.5% | +62.0% |
| All | +77.2% | +60.6% | +16.6% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling