+353.6%
EWZ vs CB
+1,921.7%
-1,568.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +0.6% |
| 7D | -4.1% | +5.3% | -9.3% | -6.5% |
| 30D | -25.0% | +13.2% | -38.2% | -29.5% |
| 3M | -10.6% | +7.8% | -18.4% | -14.2% |
| 6M | -16.6% | +15.8% | -32.4% | -23.3% |
| YTD | +2.5% | +21.0% | -18.5% | -8.2% |
| 1Y | +8.1% | +32.2% | -24.1% | -7.4% |
| 3Y | +20.4% | +76.7% | -56.3% | -12.6% |
| 5Y | +62.7% | +110.4% | -47.7% | +6.4% |
| 10Y | +52.6% | +261.0% | -208.4% | -25.1% |
| All | +353.6% | +1,921.7% | -1,568.1% | +18.6% |
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 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