+43.5%
EWZ vs CNH
+64.7%
-21.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -2.4% |
| 7D | +6.5% | +23.3% | -16.8% | -2.5% |
| 30D | +4.8% | +33.5% | -28.6% | -7.4% |
| 3M | +9.9% | +32.7% | -22.8% | -3.6% |
| 6M | +1.9% | +22.2% | -20.2% | -8.2% |
| YTD | +20.3% | +57.7% | -37.4% | -3.4% |
| 1Y | +35.6% | +28.0% | +7.6% | +18.3% |
| 3Y | +43.4% | +11.5% | +31.9% | +26.6% |
| 5Y | +55.9% | +11.9% | +44.1% | +30.9% |
| 10Y | +84.2% | +162.8% | -78.6% | -6.4% |
| All | +43.5% | +64.7% | -21.1% | -21.9% |
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