+7,654.3%
CME vs EWZ
+1,005.6%
+6,648.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +13.5% | -25.9% | +39.3% | +24.4% |
| 3M | +20.9% | -6.1% | +27.0% | +21.3% |
| 6M | +11.5% | -16.1% | +27.6% | +16.0% |
| YTD | +19.5% | +1.0% | +18.5% | +15.2% |
| 1Y | +17.2% | 0.0% | +17.3% | +13.3% |
| 3Y | +65.1% | +16.8% | +48.3% | +47.1% |
| 5Y | +73.1% | +52.1% | +21.0% | +34.0% |
| 10Y | +305.3% | +63.6% | +241.7% | +164.1% |
| All | +7,654.3% | +1,005.6% | +6,648.7% | +2,673.3% |
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