+88.8%
EWZ vs CMI
+514.3%
-425.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | +8.2% | -12.3% | +20.5% | +15.0% |
| 3M | +13.3% | -16.8% | +30.1% | +22.5% |
| 6M | +3.6% | +1.5% | +2.1% | +0.3% |
| YTD | +21.0% | +9.8% | +11.2% | +11.7% |
| 1Y | +34.7% | +42.6% | -7.9% | +7.6% |
| 3Y | +48.3% | +151.0% | -102.7% | -17.3% |
| 5Y | +60.1% | +167.0% | -107.0% | -16.9% |
| All | +88.8% | +514.3% | -425.5% | -44.9% |
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