+73.1%
CME vs EWZ
+51.3%
+21.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +13.5% | -25.9% | +39.3% | +15.5% |
| 3M | +20.9% | -6.1% | +27.0% | +20.7% |
| 6M | +11.5% | -16.1% | +27.6% | +12.3% |
| YTD | +19.5% | +1.0% | +18.5% | +17.7% |
| 1Y | +17.2% | 0.0% | +17.3% | +15.6% |
| 3Y | +65.1% | +16.8% | +48.3% | +59.4% |
| 5Y | +73.1% | +52.1% | +21.0% | +52.7% |
| All | +73.1% | +51.3% | +21.8% | +52.7% |
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