+55.0%
EWZ vs CP
+32.0%
+23.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | -2.7% | +9.2% | +7.4% |
| 30D | +4.8% | +0.2% | +4.7% | +4.6% |
| 3M | +9.9% | +2.6% | +7.3% | +8.5% |
| 6M | +1.9% | +6.0% | -4.0% | -0.7% |
| YTD | +20.3% | +24.9% | -4.6% | +10.1% |
| 1Y | +35.6% | +20.1% | +15.5% | +25.8% |
| 3Y | +43.4% | +16.4% | +27.0% | +32.7% |
| All | +55.0% | +32.0% | +23.0% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling