+2.1%
EWZ vs CHD
+33.2%
-31.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.3% |
| 7D | +0.8% | +3.4% | -2.6% | +0.6% |
| 30D | -24.4% | +10.1% | -34.5% | -24.8% |
| 3M | -4.6% | +11.9% | -16.5% | -5.5% |
| 6M | -11.6% | +19.6% | -31.2% | -12.9% |
| YTD | +2.4% | +36.0% | -33.7% | +2.4% |
| 1Y | +2.1% | +34.8% | -32.7% | +1.9% |
| All | +2.1% | +33.2% | -31.1% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling