+0.3%
EWZ vs CNC
+102.0%
-101.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.5% |
| 7D | +1.3% | +4.0% | -2.7% | +1.0% |
| 30D | -26.2% | +7.4% | -33.5% | -26.3% |
| 3M | -8.6% | +5.4% | -14.1% | -8.9% |
| 6M | -17.0% | +25.4% | -42.5% | -17.2% |
| YTD | +2.2% | +70.6% | -68.4% | -1.1% |
| All | +0.3% | +102.0% | -101.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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