+347.0%
EWZ vs CMI
+10,709.4%
-10,362.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.2% |
| 7D | +0.1% | +1.5% | -1.5% | -0.7% |
| 30D | -25.9% | -14.0% | -11.9% | -20.5% |
| 3M | -6.1% | -28.3% | +22.2% | +9.9% |
| 6M | -16.1% | -34.9% | +18.8% | +1.7% |
| YTD | +1.0% | -9.9% | +10.9% | +2.7% |
| 1Y | 0.0% | -3.6% | +3.6% | -2.0% |
| 3Y | +16.8% | +120.9% | -104.1% | -28.1% |
| 5Y | +52.1% | +116.1% | -64.0% | -7.5% |
| 10Y | +63.6% | +328.5% | -264.9% | -31.6% |
| All | +347.0% | +10,709.4% | -10,362.4% | -58.6% |
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 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