+95.3%
EWZ vs CAG
-35.0%
+130.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | +5.6% | -5.3% | +10.9% | +6.6% |
| 30D | +9.3% | +1.0% | +8.3% | +9.0% |
| 3M | +15.7% | +17.4% | -1.7% | +11.9% |
| 6M | +7.4% | -16.8% | +24.2% | +10.8% |
| YTD | +22.7% | -6.8% | +29.5% | +23.4% |
| 1Y | +36.4% | -15.4% | +51.8% | +39.6% |
| 3Y | +50.4% | -37.1% | +87.5% | +62.0% |
| 5Y | +67.6% | -41.3% | +108.9% | +82.3% |
| All | +95.3% | -35.0% | +130.2% | +111.6% |
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