+55.0%
EWZ vs CAH
+414.2%
-359.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +6.5% | +5.4% | +1.1% | +5.6% |
| 30D | +4.8% | +3.3% | +1.5% | +4.3% |
| 3M | +9.9% | +22.8% | -12.9% | +6.2% |
| 6M | +1.9% | +11.3% | -9.3% | +0.1% |
| YTD | +20.3% | +21.1% | -0.8% | +16.3% |
| 1Y | +35.6% | +67.2% | -31.6% | +23.3% |
| 3Y | +43.4% | +195.6% | -152.2% | +10.4% |
| All | +55.0% | +414.2% | -359.2% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling