+55.0%
EWZ vs CNH
+11.5%
+43.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -1.8% |
| 7D | +6.5% | +23.3% | -16.8% | +0.5% |
| 30D | +4.8% | +33.5% | -28.6% | -3.4% |
| 3M | +9.9% | +32.7% | -22.8% | +0.9% |
| 6M | +1.9% | +22.2% | -20.2% | -4.7% |
| YTD | +20.3% | +57.7% | -37.4% | +4.2% |
| 1Y | +35.6% | +28.0% | +7.6% | +24.4% |
| 3Y | +43.4% | +11.5% | +31.9% | +34.0% |
| All | +55.0% | +11.5% | +43.5% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling