+77.3%
EWZ vs CAPR
-99.1%
+176.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | +9.9% | -66.4% | +76.3% | +10.5% |
| 6M | +1.9% | -63.1% | +65.1% | +2.3% |
| YTD | +20.3% | -67.4% | +87.7% | +20.8% |
| 1Y | +35.6% | +58.2% | -22.6% | +28.9% |
| 3Y | +43.4% | +42.2% | +1.2% | +33.6% |
| 5Y | +55.9% | +87.3% | -31.3% | +43.2% |
| 10Y | +84.2% | -75.3% | +159.4% | +61.5% |
| All | +77.3% | -99.1% | +176.4% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling