+18.1%
EWZ vs CP
+28.7%
-10.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -4.2% | +6.1% | -10.3% | -5.8% |
| 30D | -26.1% | +9.8% | -35.9% | -28.1% |
| 3M | -12.0% | +2.7% | -14.8% | -12.9% |
| 6M | -19.3% | +12.8% | -32.0% | -22.6% |
| YTD | +0.9% | +28.2% | -27.2% | -7.2% |
| 1Y | +3.4% | +34.1% | -30.8% | -6.4% |
| All | +18.1% | +28.7% | -10.5% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling