+54.2%
EWZ vs CAPR
+172.3%
-118.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.3% | +1.4% |
| 7D | +0.8% | +5.9% | -5.1% | +0.7% |
| 30D | -24.4% | +44.6% | -69.0% | -24.6% |
| 3M | -4.6% | +126.4% | -131.0% | -5.3% |
| 6M | -11.6% | -68.6% | +57.0% | -11.3% |
| YTD | +2.4% | -67.0% | +69.4% | +2.6% |
| 1Y | +2.1% | +65.2% | -63.1% | -0.8% |
| 3Y | +18.7% | +235.6% | -216.9% | +7.3% |
| All | +54.2% | +172.3% | -118.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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