+432.5%
EWZ vs CI
+911.0%
-478.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | +9.9% | +0.7% | +9.2% | +9.2% |
| 6M | +1.9% | +0.3% | +1.6% | +0.9% |
| YTD | +20.3% | +3.8% | +16.5% | +17.5% |
| 1Y | +35.6% | -5.5% | +41.1% | +35.2% |
| 3Y | +43.4% | +8.1% | +35.3% | +31.7% |
| 5Y | +55.9% | +42.8% | +13.1% | +27.4% |
| 10Y | +84.2% | +143.9% | -59.7% | +22.0% |
| All | +432.5% | +911.0% | -478.5% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling