+66.5%
EWZ vs CB
+250.2%
-183.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +0.8% | +2.9% | -2.2% | -0.8% |
| 30D | -24.4% | +7.3% | -31.7% | -27.3% |
| 3M | -4.6% | +9.4% | -14.0% | -9.4% |
| 6M | -11.6% | +19.6% | -31.2% | -20.7% |
| YTD | +2.4% | +21.5% | -19.1% | -9.5% |
| 1Y | +2.1% | +28.0% | -25.9% | -12.4% |
| 3Y | +18.7% | +74.9% | -56.2% | -17.7% |
| 5Y | +54.2% | +108.1% | -54.0% | -6.7% |
| All | +66.5% | +250.2% | -183.7% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling