+8.1%
EWZ vs CNP
+8.7%
-0.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +1.7% |
| 7D | -4.1% | -1.3% | -2.8% | -4.1% |
| 30D | -25.0% | +8.7% | -33.7% | -25.5% |
| 3M | -10.6% | -0.7% | -9.9% | -10.8% |
| 6M | -16.6% | -4.2% | -12.4% | -16.5% |
| YTD | +2.5% | +8.9% | -6.4% | +1.5% |
| 1Y | +8.1% | +8.3% | -0.3% | +7.3% |
| All | +8.1% | +8.7% | -0.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling