+56.6%
EWZ vs CFG
+61.9%
-5.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.7% |
| 7D | -4.2% | -2.2% | -2.0% | -3.6% |
| 30D | -26.1% | +0.4% | -26.5% | -26.3% |
| 3M | -12.0% | -12.6% | +0.5% | -8.9% |
| 6M | -19.3% | +0.6% | -19.9% | -19.7% |
| YTD | +0.9% | +12.4% | -11.5% | -2.7% |
| 1Y | +3.4% | +27.7% | -24.3% | -3.6% |
| 3Y | +18.6% | +172.4% | -153.8% | -11.8% |
| 5Y | +56.6% | +64.0% | -7.4% | +29.0% |
| All | +56.6% | +61.9% | -5.3% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 5y: compounded portfolio wealth divided by compounded CFG 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…
5y analysis · Full analysis span regression · 6 months rolling