+64.2%
EWZ vs CHD
+191.9%
-127.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -25.9% | +11.6% | -37.5% | -27.5% |
| 3M | -6.1% | +10.7% | -16.8% | -8.1% |
| 6M | -16.1% | +20.2% | -36.3% | -19.4% |
| YTD | +1.0% | +34.5% | -33.5% | -5.3% |
| 1Y | 0.0% | +32.6% | -32.6% | -6.1% |
| 3Y | +16.8% | +29.1% | -12.3% | +8.6% |
| 5Y | +52.1% | +31.5% | +20.5% | +38.3% |
| All | +64.2% | +191.9% | -127.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling