+22.1%
EWZ vs CNC
-2.7%
+24.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.0% |
| 7D | +1.4% | +3.0% | -1.6% | +1.2% |
| 30D | -25.1% | +4.9% | -30.0% | -25.2% |
| 3M | -7.7% | +4.2% | -11.9% | -7.9% |
| 6M | -15.8% | +22.5% | -38.3% | -16.3% |
| YTD | +3.6% | +66.6% | -62.9% | +1.9% |
| 1Y | +5.5% | +82.5% | -77.0% | +3.4% |
| 3Y | +22.1% | -4.1% | +26.2% | +20.5% |
| All | +22.1% | -2.7% | +24.8% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling