+44.7%
EWZ vs CB
+74.5%
-29.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | +6.5% | +0.5% | +6.0% | +6.4% |
| 30D | +4.8% | -3.1% | +8.0% | +5.2% |
| 3M | +9.9% | +9.0% | +0.9% | +8.2% |
| 6M | +1.9% | +2.9% | -0.9% | +1.2% |
| YTD | +20.3% | +10.1% | +10.2% | +18.1% |
| 1Y | +35.6% | +22.8% | +12.8% | +30.3% |
| All | +44.7% | +74.5% | -29.8% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling