+67.6%
EWZ vs CMI
+170.2%
-102.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +5.6% | +1.9% | +3.7% | +4.9% |
| 30D | +9.3% | -12.5% | +21.8% | +13.9% |
| 3M | +15.7% | -16.2% | +31.9% | +21.6% |
| 6M | +7.4% | +4.9% | +2.6% | +4.0% |
| YTD | +22.7% | +11.1% | +11.5% | +16.0% |
| 1Y | +36.4% | +43.4% | -7.0% | +17.6% |
| 3Y | +50.4% | +154.1% | -103.7% | +1.0% |
| 5Y | +67.6% | +169.5% | -101.8% | +3.8% |
| All | +67.6% | +170.2% | -102.6% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling