+238.9%
CRM vs EWZ
+94.8%
+144.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | -4.4% | +0.9% | -5.3% | -4.7% |
| 30D | +28.1% | +12.8% | +15.4% | +23.6% |
| 3M | +48.8% | +10.8% | +38.1% | +44.0% |
| 6M | +28.3% | +2.5% | +25.7% | +26.3% |
| YTD | -6.0% | +21.4% | -27.4% | -12.5% |
| 1Y | +1.4% | +32.8% | -31.4% | -8.5% |
| 3Y | +11.8% | +45.2% | -33.3% | -2.9% |
| 5Y | -2.0% | +63.0% | -65.0% | -19.8% |
| All | +238.9% | +94.8% | +144.1% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling