+66.5%
EWZ vs CNP
+146.5%
-80.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +0.8% | +1.3% | -0.6% | +0.1% |
| 30D | -24.4% | +3.8% | -28.2% | -26.0% |
| 3M | -4.6% | +2.4% | -7.0% | -6.1% |
| 6M | -11.6% | -1.2% | -10.4% | -11.7% |
| YTD | +2.4% | +9.3% | -6.9% | -3.5% |
| 1Y | +2.1% | +6.4% | -4.4% | -2.5% |
| 3Y | +18.7% | +66.4% | -47.6% | -13.3% |
| 5Y | +54.2% | +75.7% | -21.5% | +7.0% |
| All | +66.5% | +146.5% | -80.0% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling