+81.1%
EWZ vs CF
+569.3%
-488.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.2% |
| 7D | +6.5% | +6.0% | +0.5% | +4.7% |
| 30D | +4.8% | +14.8% | -10.0% | +0.6% |
| 3M | +9.9% | +14.1% | -4.2% | +5.3% |
| 6M | +1.9% | +28.5% | -26.6% | -8.5% |
| YTD | +20.3% | +74.9% | -54.6% | -2.8% |
| 1Y | +35.6% | +61.7% | -26.1% | +12.0% |
| 3Y | +43.4% | +80.3% | -36.9% | +10.3% |
| 5Y | +55.9% | +226.0% | -170.0% | -11.3% |
| All | +81.1% | +569.3% | -488.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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