+43.6%
EWZ vs CB
+248.0%
-204.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.6% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -24.5% | +9.1% | -33.6% | -28.0% |
| 3M | -10.7% | +3.4% | -14.1% | -12.6% |
| 6M | -19.1% | +14.1% | -33.2% | -25.5% |
| YTD | +1.6% | +18.0% | -16.4% | -8.8% |
| 1Y | +4.3% | +30.1% | -25.8% | -11.4% |
| 3Y | +19.0% | +71.8% | -52.8% | -16.8% |
| 5Y | +57.7% | +101.8% | -44.2% | -2.9% |
| All | +43.6% | +248.0% | -204.4% | -29.1% |
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