+8.1%
EWZ vs CPB
-18.4%
+26.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | +2.1% |
| 7D | -4.1% | +13.0% | -17.0% | -3.0% |
| 30D | -25.0% | +20.5% | -45.5% | -23.6% |
| 3M | -10.6% | +2.2% | -12.8% | -9.9% |
| 6M | -16.6% | +15.4% | -32.0% | -15.3% |
| YTD | +2.5% | -12.3% | +14.8% | +2.1% |
| 1Y | +8.1% | -18.0% | +26.0% | +7.7% |
| All | +8.1% | -18.4% | +26.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling