+67.0%
EWZ vs CMI
+335.9%
-268.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | 0.0% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | -25.5% | -12.2% | -13.3% | -21.1% |
| 3M | -4.5% | -26.5% | +22.0% | +9.8% |
| 6M | -15.3% | -33.6% | +18.3% | +1.1% |
| YTD | +3.1% | -8.3% | +11.4% | +3.1% |
| 1Y | +1.2% | -1.3% | +2.5% | -2.9% |
| 3Y | +19.3% | +124.8% | -105.5% | -31.0% |
| 5Y | +52.3% | +119.9% | -67.6% | -13.5% |
| 10Y | +67.0% | +335.9% | -268.9% | -41.6% |
| All | +67.0% | +335.9% | -268.8% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling