+91.2%
EWZ vs CMI
+509.0%
-417.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.7% |
| 7D | +1.1% | +0.8% | +0.3% | +0.7% |
| 30D | +13.5% | -12.8% | +26.3% | +21.0% |
| 3M | +15.2% | -12.4% | +27.7% | +21.6% |
| 6M | +3.7% | -0.9% | +4.6% | +1.6% |
| YTD | +22.5% | +8.9% | +13.7% | +13.6% |
| 1Y | +35.3% | +37.7% | -2.5% | +10.0% |
| 3Y | +50.2% | +148.9% | -98.7% | -15.9% |
| 5Y | +64.6% | +164.4% | -99.8% | -14.2% |
| All | +91.2% | +509.0% | -417.8% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CMI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling