+58.3%
EWZ vs CI
+49.2%
+9.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -25.1% | +4.7% | -29.8% | -25.6% |
| 3M | -7.7% | +5.2% | -12.9% | -8.4% |
| 6M | -15.8% | +3.8% | -19.6% | -16.5% |
| YTD | +3.6% | +9.2% | -5.6% | +2.0% |
| 1Y | +5.5% | +14.3% | -8.8% | +3.1% |
| 3Y | +22.1% | +8.4% | +13.7% | +17.7% |
| 5Y | +58.3% | +50.0% | +8.3% | +40.1% |
| All | +58.3% | +49.2% | +9.2% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling