+1.2%
EWZ vs CMI
-2.5%
+3.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +0.6% | -1.8% | +2.4% | +1.0% |
| 30D | -25.5% | -12.2% | -13.3% | -23.3% |
| 3M | -4.5% | -26.5% | +22.0% | +2.8% |
| 6M | -15.3% | -33.6% | +18.3% | -6.7% |
| YTD | +3.1% | -8.3% | +11.4% | +0.4% |
| 1Y | +1.2% | -1.3% | +2.5% | -3.4% |
| All | +1.2% | -2.5% | +3.7% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling