+57.8%
EWZ vs CNH
-14.7%
+72.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | 0.0% |
| 7D | -1.5% | -1.7% | +0.2% | -1.1% |
| 30D | -24.5% | -7.2% | -17.3% | -23.2% |
| 3M | -10.7% | +6.5% | -17.2% | -13.0% |
| 6M | -19.1% | +7.9% | -27.0% | -22.0% |
| YTD | +1.6% | +26.6% | -25.0% | -7.1% |
| 1Y | +4.3% | +13.8% | -9.5% | -1.9% |
| 3Y | +19.0% | +9.2% | +9.8% | +9.0% |
| All | +57.8% | -14.7% | +72.5% | +51.1% |
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