+3,994.3%
CMG vs EWZ
+121.3%
+3,873.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -6.5% | -0.1% | -6.4% | -6.4% |
| 30D | +12.1% | +8.2% | +3.9% | +9.4% |
| 3M | +20.6% | +13.3% | +7.3% | +16.1% |
| 6M | +2.1% | +3.6% | -1.5% | +0.8% |
| YTD | -2.6% | +21.0% | -23.6% | -8.5% |
| 1Y | -8.7% | +34.7% | -43.4% | -17.1% |
| 3Y | -7.4% | +48.3% | -55.7% | -19.3% |
| 5Y | -5.7% | +60.1% | -65.7% | -21.5% |
| 10Y | +322.3% | +92.6% | +229.8% | +199.3% |
| All | +3,994.3% | +121.3% | +3,873.1% | +2,017.5% |
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