+92.6%
EWZ vs CAH
+295.7%
-203.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | -2.2% | +2.2% | +0.6% |
| 30D | +8.2% | +1.2% | +7.0% | +7.7% |
| 3M | +13.3% | +13.1% | +0.2% | +8.8% |
| 6M | +3.6% | +8.5% | -4.9% | +0.5% |
| YTD | +21.0% | +17.6% | +3.4% | +14.1% |
| 1Y | +34.7% | +60.7% | -26.0% | +14.0% |
| 3Y | +48.3% | +183.2% | -134.9% | +0.3% |
| 5Y | +60.1% | +402.2% | -342.1% | -14.6% |
| 10Y | +92.6% | +302.3% | -209.8% | +2.2% |
| All | +92.6% | +295.7% | -203.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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