+57.8%
EWZ vs CI
+49.9%
+8.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.0% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | -24.5% | +5.4% | -29.9% | -25.0% |
| 3M | -10.7% | +7.3% | -18.0% | -11.6% |
| 6M | -19.1% | +5.3% | -24.4% | -19.9% |
| YTD | +1.6% | +8.5% | -6.9% | +0.1% |
| 1Y | +4.3% | +17.1% | -12.8% | +1.6% |
| 3Y | +19.0% | +1.4% | +17.6% | +16.8% |
| All | +57.8% | +49.9% | +8.0% | +40.6% |
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