+22.1%
EWZ vs CNH
+32.9%
-10.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.9% | -8.9% | -0.1% |
| 7D | +1.4% | +8.6% | -7.2% | -0.3% |
| 30D | -25.1% | +12.6% | -37.7% | -26.9% |
| 3M | -7.7% | +17.5% | -25.2% | -11.3% |
| 6M | -15.8% | +18.1% | -33.9% | -19.6% |
| YTD | +3.6% | +40.4% | -36.8% | -4.9% |
| 1Y | +5.5% | +34.0% | -28.5% | -2.4% |
| 3Y | +22.1% | +35.3% | -13.2% | +9.4% |
| All | +22.1% | +32.9% | -10.8% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling