-10.6%
EWZ vs CB
+9.0%
-19.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +2.4% |
| 7D | -4.1% | +5.3% | -9.3% | -1.9% |
| 30D | -25.0% | +13.2% | -38.2% | -21.7% |
| 3M | -10.6% | +7.8% | -18.4% | -7.7% |
| All | -10.6% | +9.0% | -19.6% | -7.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling