-7.1%
CMG vs EWZ
+46.3%
-53.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -2.1% | +0.9% | -2.9% | -2.3% |
| 30D | +10.9% | +12.8% | -1.9% | +7.0% |
| 3M | +15.8% | +10.8% | +5.1% | +12.4% |
| 6M | +6.9% | +2.5% | +4.4% | +5.9% |
| YTD | -2.2% | +21.4% | -23.5% | -8.0% |
| 1Y | -7.1% | +32.8% | -39.9% | -15.1% |
| 3Y | -7.1% | +45.2% | -52.3% | -19.7% |
| All | -7.1% | +46.3% | -53.4% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling