+50.3%
EWZ vs CAG
-38.3%
+88.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | +1.4% | +4.6% | -3.2% | +0.6% |
| 30D | -25.1% | +14.7% | -39.8% | -26.9% |
| 3M | -7.7% | +2.4% | -10.1% | -8.3% |
| 6M | -15.8% | +10.7% | -26.6% | -17.9% |
| YTD | +3.6% | -5.5% | +9.1% | +3.8% |
| 1Y | +5.5% | -4.6% | +10.1% | +5.4% |
| 3Y | +22.1% | -34.4% | +56.5% | +30.2% |
| 5Y | +58.3% | -39.2% | +97.5% | +70.9% |
| 10Y | +50.3% | -39.0% | +89.2% | +58.8% |
| All | +50.3% | -38.3% | +88.6% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling