+20.2%
EWZ vs CG
+351.2%
-330.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +6.5% | -4.3% | +10.8% | +8.1% |
| 30D | +4.8% | -5.1% | +9.9% | +6.5% |
| 3M | +9.9% | +8.7% | +1.2% | +5.9% |
| 6M | +1.9% | -9.2% | +11.2% | +4.5% |
| YTD | +20.3% | -18.9% | +39.2% | +27.3% |
| 1Y | +35.6% | -25.6% | +61.3% | +47.2% |
| 3Y | +43.4% | +57.3% | -13.8% | +10.1% |
| 5Y | +55.9% | +10.2% | +45.8% | +30.8% |
| 10Y | +84.2% | +364.2% | -280.1% | -15.8% |
| All | +20.2% | +351.2% | -330.9% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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