+55.0%
EWZ vs CAPR
+84.7%
-29.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | +6.5% | -2.0% | +8.5% | +6.5% |
| 30D | +4.8% | +139.2% | -134.3% | +4.1% |
| 3M | +9.9% | -66.4% | +76.3% | +10.3% |
| 6M | +1.9% | -63.1% | +65.1% | +2.2% |
| YTD | +20.3% | -67.4% | +87.7% | +20.7% |
| 1Y | +35.6% | +58.2% | -22.6% | +31.6% |
| 3Y | +43.4% | +42.2% | +1.2% | +32.9% |
| All | +55.0% | +84.7% | -29.7% | +34.2% |
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