+60.8%
EWZ vs CI
+147.8%
-87.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -2.3% |
| 7D | +1.3% | +2.6% | -1.3% | +0.4% |
| 30D | -26.2% | +7.3% | -33.5% | -28.1% |
| 3M | -8.6% | +9.5% | -18.1% | -11.7% |
| 6M | -17.0% | +6.4% | -23.5% | -19.6% |
| YTD | +2.2% | +12.0% | -9.8% | -3.3% |
| 1Y | +2.7% | +20.1% | -17.4% | -5.3% |
| 3Y | +18.2% | +9.6% | +8.6% | +6.5% |
| 5Y | +56.0% | +52.7% | +3.3% | +16.0% |
| 10Y | +60.8% | +150.3% | -89.4% | -5.2% |
| All | +60.8% | +147.8% | -87.0% | -5.2% |
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