+92.6%
EWZ vs CAG
-35.6%
+128.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -0.1% | -6.6% | +6.6% | +1.2% |
| 30D | +8.2% | +2.3% | +5.9% | +7.7% |
| 3M | +13.3% | +16.3% | -3.0% | +9.8% |
| 6M | +3.6% | -16.0% | +19.6% | +6.6% |
| YTD | +21.0% | -7.7% | +28.7% | +21.9% |
| 1Y | +34.7% | -16.0% | +50.7% | +38.0% |
| 3Y | +48.3% | -37.7% | +86.0% | +60.0% |
| 5Y | +60.1% | -41.2% | +101.3% | +74.0% |
| 10Y | +92.6% | -33.8% | +126.4% | +109.0% |
| All | +92.6% | -35.6% | +128.2% | +109.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling