+179.2%
EWZ vs CF
+4,965.4%
-4,786.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +3.3% |
| 7D | -4.1% | -6.9% | +2.8% | -1.6% |
| 30D | -25.0% | -3.7% | -21.2% | -24.1% |
| 3M | -10.6% | -5.0% | -5.7% | -9.6% |
| 6M | -16.6% | -10.5% | -6.1% | -14.7% |
| YTD | +2.5% | +46.5% | -44.0% | -16.7% |
| 1Y | +8.1% | +34.8% | -26.7% | -9.2% |
| 3Y | +20.4% | +46.7% | -26.3% | -6.2% |
| 5Y | +62.7% | +112.0% | -49.3% | +0.6% |
| 10Y | +52.6% | +529.7% | -477.1% | -47.5% |
| All | +179.2% | +4,965.4% | -4,786.2% | -69.4% |
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