+356.3%
EWZ vs CMI
+10,896.0%
-10,539.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -0.1% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | -25.5% | -12.2% | -13.3% | -20.9% |
| 3M | -4.5% | -26.5% | +22.0% | +10.4% |
| 6M | -15.3% | -33.6% | +18.3% | +1.7% |
| YTD | +3.1% | -8.3% | +11.4% | +4.0% |
| 1Y | +1.2% | -1.3% | +2.5% | -2.0% |
| 3Y | +19.3% | +124.8% | -105.5% | -27.2% |
| 5Y | +52.3% | +119.9% | -67.6% | -8.1% |
| 10Y | +67.0% | +335.9% | -268.9% | -30.8% |
| All | +356.3% | +10,896.0% | -10,539.7% | -58.1% |
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