+91.2%
EWZ vs CNI
+136.1%
-44.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.6% |
| 7D | +1.1% | -1.1% | +2.2% | +1.8% |
| 30D | +13.5% | -3.5% | +17.0% | +16.0% |
| 3M | +15.2% | +2.2% | +13.0% | +12.9% |
| 6M | +3.7% | +15.1% | -11.4% | -6.3% |
| YTD | +22.5% | +24.7% | -2.2% | +4.4% |
| 1Y | +35.3% | +33.4% | +1.9% | +9.8% |
| 3Y | +50.2% | +19.5% | +30.7% | +27.4% |
| 5Y | +64.6% | +12.6% | +52.0% | +39.7% |
| All | +91.2% | +136.1% | -44.9% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling