+346.7%
EWZ vs CB
+1,908.0%
-1,561.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -4.2% | +2.6% | -6.7% | -5.4% |
| 30D | -26.1% | +11.2% | -37.3% | -30.0% |
| 3M | -12.0% | +5.7% | -17.8% | -14.8% |
| 6M | -19.3% | +15.9% | -35.2% | -25.7% |
| YTD | +0.9% | +20.2% | -19.2% | -9.3% |
| 1Y | +3.4% | +32.4% | -29.0% | -11.5% |
| 3Y | +18.6% | +75.5% | -56.9% | -13.6% |
| 5Y | +56.6% | +105.5% | -48.9% | +3.6% |
| 10Y | +50.3% | +258.5% | -208.2% | -26.0% |
| All | +346.7% | +1,908.0% | -1,561.3% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling