+685.9%
EWZ vs CNC
+5,537.6%
-4,851.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +6.5% | +3.5% | +3.0% | +5.7% |
| 30D | +4.8% | +0.1% | +4.8% | +4.8% |
| 3M | +9.9% | +6.9% | +3.0% | +7.8% |
| 6M | +1.9% | +49.0% | -47.1% | -8.4% |
| YTD | +20.3% | +62.9% | -42.6% | +5.4% |
| 1Y | +35.6% | +134.0% | -98.4% | +8.2% |
| 3Y | +43.4% | +9.4% | +34.0% | +28.9% |
| 5Y | +55.9% | +4.1% | +51.8% | +38.9% |
| 10Y | +84.2% | +95.4% | -11.2% | +36.1% |
| All | +685.9% | +5,537.6% | -4,851.7% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling