+67.6%
EWZ vs CNC
+1.4%
+66.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.2% |
| 7D | +5.6% | -1.0% | +6.6% | +5.6% |
| 30D | +9.3% | -1.8% | +11.1% | +9.4% |
| 3M | +15.7% | -0.7% | +16.4% | +15.6% |
| 6M | +7.4% | +47.9% | -40.5% | +4.2% |
| YTD | +22.7% | +56.9% | -34.3% | +18.3% |
| 1Y | +36.4% | +123.9% | -87.5% | +27.4% |
| 3Y | +50.4% | -1.3% | +51.7% | +47.4% |
| 5Y | +67.6% | +2.8% | +64.9% | +65.2% |
| All | +67.6% | +1.4% | +66.2% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling