-14.8%
EWZ vs CAH
+49.3%
-64.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.9% |
| 7D | +1.4% | +7.8% | -6.4% | +1.2% |
| 30D | -25.1% | +15.5% | -40.6% | -25.6% |
| 3M | -7.7% | +16.3% | -24.0% | -8.8% |
| All | -14.8% | +49.3% | -64.2% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling