+8.1%
EWZ vs CAG
-6.8%
+14.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | +1.5% |
| 7D | -4.1% | +9.7% | -13.8% | -4.3% |
| 30D | -25.0% | +15.8% | -40.7% | -24.9% |
| 3M | -10.6% | +1.8% | -12.4% | -10.5% |
| 6M | -16.6% | +11.5% | -28.1% | -16.7% |
| YTD | +2.5% | -6.7% | +9.2% | +2.5% |
| 1Y | +8.1% | -5.6% | +13.7% | +8.5% |
| All | +8.1% | -6.8% | +14.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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