+346.7%
EWZ vs CNP
+396.7%
-49.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.7% |
| 7D | -4.2% | -5.3% | +1.1% | -2.5% |
| 30D | -26.1% | +3.7% | -29.8% | -27.1% |
| 3M | -12.0% | -1.1% | -11.0% | -12.0% |
| 6M | -19.3% | -7.1% | -12.1% | -17.7% |
| YTD | +0.9% | +6.0% | -5.1% | -1.6% |
| 1Y | +3.4% | +5.2% | -1.8% | +1.0% |
| 3Y | +18.6% | +57.5% | -38.9% | +0.2% |
| 5Y | +56.6% | +70.0% | -13.4% | +28.3% |
| 10Y | +50.3% | +137.8% | -87.5% | +8.3% |
| All | +346.7% | +396.7% | -49.9% | +166.6% |
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