+52.1%
EWZ vs CNI
+8.8%
+43.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +0.1% | +1.0% | -1.0% | -0.4% |
| 30D | -25.9% | +7.5% | -33.3% | -28.1% |
| 3M | -6.1% | +1.7% | -7.8% | -7.0% |
| 6M | -16.1% | +15.4% | -31.5% | -21.6% |
| YTD | +1.0% | +31.5% | -30.5% | -11.2% |
| 1Y | 0.0% | +32.8% | -32.9% | -12.5% |
| 3Y | +16.8% | +21.7% | -4.8% | +4.6% |
| 5Y | +52.1% | +8.7% | +43.4% | +40.1% |
| All | +52.1% | +8.8% | +43.3% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling