+349.8%
EWZ vs CAH
+1,193.0%
-843.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -1.5% | +8.5% | -10.0% | -4.5% |
| 30D | -24.5% | +17.0% | -41.6% | -29.1% |
| 3M | -10.7% | +14.6% | -25.3% | -15.6% |
| 6M | -19.1% | +42.5% | -61.6% | -29.9% |
| YTD | +1.6% | +33.5% | -31.9% | -10.4% |
| 1Y | +4.3% | +38.5% | -34.2% | -9.4% |
| 3Y | +19.0% | +179.0% | -160.0% | -24.5% |
| 5Y | +57.7% | +507.2% | -449.5% | -29.1% |
| 10Y | +51.3% | +448.9% | -397.6% | -34.7% |
| All | +349.8% | +1,193.0% | -843.2% | +44.3% |
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 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