+7,715.0%
CME vs EWZ
+1,020.9%
+6,694.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | +3.9% | +0.8% | +3.2% | +3.6% |
| 30D | +11.3% | -24.4% | +35.7% | +21.2% |
| 3M | +19.6% | -4.6% | +24.1% | +19.2% |
| 6M | +8.1% | -11.6% | +19.6% | +10.4% |
| YTD | +20.4% | +2.4% | +18.0% | +15.6% |
| 1Y | +16.5% | +2.1% | +14.4% | +11.8% |
| 3Y | +66.4% | +18.7% | +47.7% | +47.4% |
| 5Y | +74.5% | +54.2% | +20.3% | +34.4% |
| 10Y | +308.5% | +65.9% | +242.6% | +164.9% |
| All | +7,715.0% | +1,020.9% | +6,694.1% | +2,681.6% |
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