+227.8%
EWZ vs CF
+5,948.3%
-5,720.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.5% |
| 7D | +6.5% | +6.0% | +0.5% | +4.1% |
| 30D | +4.8% | +14.8% | -10.0% | -0.8% |
| 3M | +9.9% | +14.1% | -4.2% | +3.7% |
| 6M | +1.9% | +28.5% | -26.6% | -11.4% |
| YTD | +20.3% | +74.9% | -54.6% | -8.1% |
| 1Y | +35.6% | +61.7% | -26.1% | +6.5% |
| 3Y | +43.4% | +80.3% | -36.9% | +3.3% |
| 5Y | +55.9% | +226.0% | -170.0% | -19.1% |
| 10Y | +84.2% | +569.9% | -485.7% | -37.8% |
| All | +227.8% | +5,948.3% | -5,720.5% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling