+55.0%
EWZ vs CNP
+73.1%
-18.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +6.5% | +1.1% | +5.4% | +6.2% |
| 30D | +4.8% | -1.8% | +6.7% | +5.4% |
| 3M | +9.9% | -4.6% | +14.5% | +11.2% |
| 6M | +1.9% | -8.8% | +10.8% | +4.6% |
| YTD | +20.3% | +5.2% | +15.1% | +17.6% |
| 1Y | +35.6% | +8.3% | +27.3% | +31.1% |
| 3Y | +43.4% | +54.9% | -11.4% | +19.6% |
| All | +55.0% | +73.1% | -18.1% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling