+67.0%
EWZ vs CP
+251.7%
-184.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.6% | -0.7% | +1.3% | +1.0% |
| 30D | -25.5% | +9.6% | -35.1% | -29.5% |
| 3M | -4.5% | +2.2% | -6.8% | -6.2% |
| 6M | -15.3% | +11.1% | -26.4% | -21.2% |
| YTD | +3.1% | +28.2% | -25.1% | -12.6% |
| 1Y | +1.2% | +32.2% | -30.9% | -15.8% |
| 3Y | +19.3% | +35.5% | -16.3% | -6.1% |
| 5Y | +52.3% | +26.8% | +25.5% | +20.5% |
| 10Y | +67.0% | +256.9% | -189.9% | -35.3% |
| All | +67.0% | +251.7% | -184.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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