+54.2%
EWZ vs CAG
-41.0%
+95.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.2% |
| 7D | +0.8% | -3.3% | +4.1% | +1.2% |
| 30D | -24.4% | +7.7% | -32.0% | -25.2% |
| 3M | -4.6% | -3.2% | -1.4% | -4.2% |
| 6M | -11.6% | +7.0% | -18.5% | -12.9% |
| YTD | +2.4% | -9.0% | +11.4% | +3.4% |
| 1Y | +2.1% | -9.6% | +11.7% | +3.2% |
| 3Y | +18.7% | -36.0% | +54.7% | +27.1% |
| All | +54.2% | -41.0% | +95.2% | +67.3% |
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