+34.7%
EWZ vs CNC
+119.8%
-85.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -0.1% | -4.9% | +4.8% | 0.0% |
| 30D | +8.2% | -3.8% | +12.0% | +8.2% |
| 3M | +13.3% | -3.2% | +16.6% | +13.3% |
| 6M | +3.6% | +47.9% | -44.3% | +3.2% |
| YTD | +21.0% | +55.7% | -34.7% | +19.8% |
| 1Y | +34.7% | +106.2% | -71.6% | +33.9% |
| All | +34.7% | +119.8% | -85.1% | +33.9% |
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