+432.5%
EWZ vs CAG
+148.8%
+283.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +6.5% | -3.8% | +10.3% | +7.8% |
| 30D | +4.8% | +3.1% | +1.7% | +3.7% |
| 3M | +9.9% | +23.5% | -13.6% | +1.8% |
| 6M | +1.9% | -14.8% | +16.8% | +6.4% |
| YTD | +20.3% | -5.4% | +25.7% | +20.7% |
| 1Y | +35.6% | -11.8% | +47.4% | +38.7% |
| 3Y | +43.4% | -36.7% | +80.1% | +61.4% |
| 5Y | +55.9% | -40.3% | +96.2% | +76.7% |
| 10Y | +84.2% | -37.0% | +121.2% | +90.7% |
| All | +432.5% | +148.8% | +283.7% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling