+432.5%
EWZ vs CMI
+13,210.0%
-12,777.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.1% |
| 7D | +6.5% | -0.7% | +7.2% | +6.8% |
| 30D | +4.8% | -13.4% | +18.3% | +12.4% |
| 3M | +9.9% | -17.0% | +26.9% | +19.2% |
| 6M | +1.9% | -1.6% | +3.6% | +0.7% |
| YTD | +20.3% | +11.0% | +9.3% | +11.0% |
| 1Y | +35.6% | +41.9% | -6.3% | +9.6% |
| 3Y | +43.4% | +151.8% | -108.4% | -16.7% |
| 5Y | +55.9% | +163.6% | -107.6% | -13.7% |
| 10Y | +84.2% | +472.9% | -388.8% | -33.3% |
| All | +432.5% | +13,210.0% | -12,777.4% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling