-10.6%
EWZ vs CI
+11.2%
-21.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.7% | +1.4% |
| 7D | -4.1% | +3.5% | -7.6% | -4.3% |
| 30D | -25.0% | +12.6% | -37.5% | -25.3% |
| 3M | -10.6% | +12.1% | -22.7% | -11.3% |
| All | -10.6% | +11.2% | -21.8% | -11.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling