+4.1%
EWZ vs CAH
+37.8%
-33.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.9% |
| 7D | +1.4% | +7.8% | -6.4% | +0.8% |
| 30D | -25.1% | +15.5% | -40.6% | -26.2% |
| 3M | -7.7% | +16.3% | -24.0% | -9.2% |
| 6M | -15.8% | +50.0% | -65.9% | -19.7% |
| YTD | +3.6% | +34.7% | -31.1% | +2.2% |
| All | +4.1% | +37.8% | -33.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling