+81.1%
EWZ vs CB
+218.6%
-137.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.3% |
| 7D | +6.5% | +0.5% | +6.0% | +6.2% |
| 30D | +4.8% | -3.1% | +8.0% | +6.5% |
| 3M | +9.9% | +9.0% | +0.9% | +3.9% |
| 6M | +1.9% | +2.9% | -0.9% | -0.7% |
| YTD | +20.3% | +10.1% | +10.2% | +12.4% |
| 1Y | +35.6% | +22.8% | +12.8% | +18.7% |
| 3Y | +43.4% | +73.8% | -30.4% | -1.0% |
| 5Y | +55.9% | +99.2% | -43.2% | -4.1% |
| All | +81.1% | +218.6% | -137.5% | -17.6% |
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