+57.8%
EWZ vs CAG
-39.4%
+97.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -1.5% | +5.8% | -7.3% | -2.3% |
| 30D | -24.5% | +16.4% | -40.9% | -26.1% |
| 3M | -10.7% | +3.8% | -14.5% | -11.3% |
| 6M | -19.1% | +10.8% | -29.9% | -20.7% |
| YTD | +1.6% | -5.8% | +7.4% | +2.1% |
| 1Y | +4.3% | -2.4% | +6.7% | +4.0% |
| 3Y | +19.0% | -33.4% | +52.4% | +26.5% |
| All | +57.8% | -39.4% | +97.3% | +72.1% |
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