+67.6%
EWZ vs CNI
+11.4%
+56.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +5.6% | +2.5% | +3.1% | +4.5% |
| 30D | +9.3% | -2.5% | +11.8% | +10.3% |
| 3M | +15.7% | +2.7% | +13.0% | +14.0% |
| 6M | +7.4% | +16.9% | -9.5% | -0.1% |
| YTD | +22.7% | +26.3% | -3.6% | +10.2% |
| 1Y | +36.4% | +31.1% | +5.3% | +20.4% |
| 3Y | +50.4% | +21.1% | +29.3% | +35.3% |
| 5Y | +67.6% | +11.0% | +56.6% | +52.0% |
| All | +67.6% | +11.4% | +56.2% | +52.0% |
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