+349.8%
EWZ vs CNP
+405.2%
-55.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -1.5% | -4.2% | +2.7% | -0.1% |
| 30D | -24.5% | +5.5% | -30.1% | -25.9% |
| 3M | -10.7% | +0.6% | -11.3% | -11.1% |
| 6M | -19.1% | -2.8% | -16.2% | -18.7% |
| YTD | +1.6% | +7.9% | -6.2% | -1.5% |
| 1Y | +4.3% | +6.7% | -2.4% | +1.4% |
| 3Y | +19.0% | +61.1% | -42.2% | -0.2% |
| 5Y | +57.7% | +73.0% | -15.3% | +28.5% |
| 10Y | +51.3% | +141.9% | -90.6% | +8.5% |
| All | +349.8% | +405.2% | -55.4% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling