+20.4%
EWZ vs CNH
+28.6%
-8.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | +0.1% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | -26.1% | -15.2% | -10.9% | -21.3% |
| 3M | -12.0% | +4.3% | -16.3% | -14.8% |
| 6M | -19.3% | +10.1% | -29.3% | -24.6% |
| YTD | +0.9% | +23.2% | -22.3% | -11.1% |
| 1Y | +3.4% | +8.5% | -5.1% | -4.3% |
| 3Y | +18.6% | +4.1% | +14.5% | +5.7% |
| 5Y | +56.6% | -17.8% | +74.4% | +49.0% |
| 10Y | +50.3% | +113.3% | -63.0% | -17.5% |
| All | +20.4% | +28.6% | -8.2% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling