+358.7%
EWZ vs CAH
+1,205.2%
-846.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.6% |
| 7D | +1.4% | +7.8% | -6.4% | -1.5% |
| 30D | -25.1% | +15.5% | -40.6% | -29.3% |
| 3M | -7.7% | +16.3% | -24.0% | -13.2% |
| 6M | -15.8% | +50.0% | -65.9% | -28.6% |
| YTD | +3.6% | +34.7% | -31.1% | -9.0% |
| 1Y | +5.5% | +35.9% | -30.5% | -7.7% |
| 3Y | +22.1% | +178.5% | -156.4% | -22.4% |
| 5Y | +58.3% | +515.7% | -457.3% | -29.2% |
| 10Y | +50.3% | +421.5% | -371.2% | -33.5% |
| All | +358.7% | +1,205.2% | -846.5% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling