+57.8%
EWZ vs CP
+24.4%
+33.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | -1.5% | +2.8% | -4.3% | -2.4% |
| 30D | -24.5% | +10.2% | -34.7% | -27.2% |
| 3M | -10.7% | +2.4% | -13.0% | -11.7% |
| 6M | -19.1% | +7.7% | -26.8% | -21.7% |
| YTD | +1.6% | +26.0% | -24.4% | -7.6% |
| 1Y | +4.3% | +34.6% | -30.3% | -7.6% |
| 3Y | +19.0% | +26.7% | -7.7% | +5.8% |
| All | +57.8% | +24.4% | +33.5% | +38.0% |
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