+28.3%
CRM vs EWZ
+2.6%
+25.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.8% |
| 7D | -4.4% | +0.9% | -5.3% | -4.3% |
| 30D | +28.1% | +12.8% | +15.4% | +30.8% |
| 3M | +48.8% | +10.8% | +38.1% | +50.7% |
| 6M | +28.3% | +2.5% | +25.7% | +28.5% |
| All | +28.3% | +2.6% | +25.7% | +28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling