+55.0%
EWZ vs CAG
-40.1%
+95.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +6.5% | -3.8% | +10.3% | +7.1% |
| 30D | +4.8% | +3.1% | +1.7% | +4.3% |
| 3M | +9.9% | +23.5% | -13.6% | +6.0% |
| 6M | +1.9% | -14.8% | +16.8% | +4.6% |
| YTD | +20.3% | -5.4% | +25.7% | +20.8% |
| 1Y | +35.6% | -11.8% | +47.4% | +37.8% |
| 3Y | +43.4% | -36.7% | +80.1% | +54.2% |
| All | +55.0% | -40.1% | +95.1% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling