+81.1%
EWZ vs CI
+145.0%
-63.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +6.5% | +1.3% | +5.2% | +6.0% |
| 30D | +4.8% | +4.4% | +0.4% | +3.2% |
| 3M | +9.9% | +0.7% | +9.2% | +9.1% |
| 6M | +1.9% | +0.3% | +1.6% | +0.8% |
| YTD | +20.3% | +3.8% | +16.5% | +17.3% |
| 1Y | +35.6% | -5.5% | +41.1% | +35.2% |
| 3Y | +43.4% | +8.1% | +35.3% | +29.0% |
| 5Y | +55.9% | +42.8% | +13.1% | +19.1% |
| All | +81.1% | +145.0% | -63.9% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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