+66.5%
EWZ vs CAH
+418.0%
-351.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +0.8% | +3.5% | -2.7% | -0.3% |
| 30D | -24.4% | +13.5% | -37.8% | -27.4% |
| 3M | -4.6% | +21.8% | -26.4% | -10.5% |
| 6M | -11.6% | +51.5% | -63.1% | -22.8% |
| YTD | +2.4% | +38.1% | -35.7% | -8.5% |
| 1Y | +2.1% | +37.7% | -35.6% | -8.8% |
| 3Y | +18.7% | +179.6% | -160.9% | -19.3% |
| 5Y | +54.2% | +504.9% | -450.8% | -24.1% |
| All | +66.5% | +418.0% | -351.5% | -21.9% |
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