+43.6%
EWZ vs CNH
+116.5%
-72.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.4% |
| 7D | -1.5% | -1.7% | +0.2% | -0.8% |
| 30D | -24.5% | -7.2% | -17.3% | -22.5% |
| 3M | -10.7% | +6.5% | -17.2% | -14.3% |
| 6M | -19.1% | +7.9% | -27.0% | -23.7% |
| YTD | +1.6% | +26.6% | -25.0% | -11.5% |
| 1Y | +4.3% | +13.8% | -9.5% | -5.4% |
| 3Y | +19.0% | +9.2% | +9.8% | +3.6% |
| 5Y | +57.7% | -15.6% | +73.3% | +48.2% |
| All | +43.6% | +116.5% | -72.9% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling