+43.6%
EWZ vs CP
+253.8%
-210.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.7% |
| 7D | -1.5% | +2.8% | -4.3% | -3.1% |
| 30D | -24.5% | +10.2% | -34.7% | -28.8% |
| 3M | -10.7% | +2.4% | -13.0% | -12.4% |
| 6M | -19.1% | +7.7% | -26.8% | -23.3% |
| YTD | +1.6% | +26.0% | -24.4% | -12.9% |
| 1Y | +4.3% | +34.6% | -30.3% | -14.2% |
| 3Y | +19.0% | +26.7% | -7.7% | -2.2% |
| 5Y | +57.7% | +24.9% | +32.8% | +25.9% |
| All | +43.6% | +253.8% | -210.2% | -42.2% |
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