+54.2%
EWZ vs CP
+25.5%
+28.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +0.8% | +2.1% | -1.4% | 0.0% |
| 30D | -24.4% | +9.3% | -33.7% | -26.8% |
| 3M | -4.6% | +0.5% | -5.1% | -5.0% |
| 6M | -11.6% | +10.4% | -22.0% | -15.2% |
| YTD | +2.4% | +28.7% | -26.3% | -7.7% |
| 1Y | +2.1% | +33.2% | -31.1% | -9.2% |
| 3Y | +18.7% | +38.4% | -19.7% | +1.7% |
| All | +54.2% | +25.5% | +28.6% | +32.8% |
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