+8.1%
EWZ vs CB
+34.9%
-26.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +2.0% |
| 7D | -4.1% | +5.3% | -9.3% | -3.1% |
| 30D | -25.0% | +13.2% | -38.2% | -23.3% |
| 3M | -10.6% | +7.8% | -18.4% | -9.2% |
| 6M | -16.6% | +15.8% | -32.4% | -15.2% |
| YTD | +2.5% | +21.0% | -18.5% | +5.6% |
| 1Y | +8.1% | +32.2% | -24.1% | +10.5% |
| All | +8.1% | +34.9% | -26.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling