+1.6%
EWZ vs CG
+281.3%
-279.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.9% |
| 7D | -1.5% | -1.2% | -0.3% | -1.2% |
| 30D | -24.5% | +5.0% | -29.5% | -26.1% |
| 3M | -10.7% | -18.2% | +7.5% | -4.9% |
| 6M | -19.1% | -20.7% | +1.6% | -13.3% |
| YTD | +1.6% | -31.4% | +33.0% | +13.5% |
| 1Y | +4.3% | -22.3% | +26.5% | +11.0% |
| 3Y | +19.0% | +50.2% | -31.2% | -8.1% |
| 5Y | +57.7% | -22.1% | +79.7% | +51.9% |
| 10Y | +51.3% | +295.5% | -244.2% | -27.1% |
| All | +1.6% | +281.3% | -279.8% | -53.7% |
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