-10.0%
CRM vs EWZ
+7.8%
-17.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.4% |
| 7D | -6.2% | -4.1% | -2.1% | -6.7% |
| 30D | -1.2% | -25.0% | +23.8% | -4.5% |
| 3M | +19.1% | -10.6% | +29.8% | +19.0% |
| 6M | +23.0% | -16.6% | +39.6% | +21.6% |
| YTD | -13.7% | +2.5% | -16.2% | -12.0% |
| 1Y | -10.0% | +8.1% | -18.1% | -13.3% |
| All | -10.0% | +7.8% | -17.8% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling