+56.0%
EWZ vs CNP
+76.5%
-20.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +1.3% | -3.0% | +4.4% | +2.2% |
| 30D | -26.2% | +6.8% | -33.0% | -27.7% |
| 3M | -8.6% | +3.6% | -12.3% | -9.9% |
| 6M | -17.0% | 0.0% | -17.0% | -17.4% |
| YTD | +2.2% | +9.4% | -7.2% | -1.6% |
| 1Y | +2.7% | +6.8% | -4.2% | -0.3% |
| 3Y | +18.2% | +64.2% | -46.0% | -4.3% |
| 5Y | +56.0% | +76.0% | -20.0% | +22.1% |
| All | +56.0% | +76.5% | -20.5% | +22.1% |
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