+43.6%
EWZ vs CPB
-38.3%
+81.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -1.5% | +8.0% | -9.5% | -2.4% |
| 30D | -24.5% | +22.4% | -46.9% | -26.5% |
| 3M | -10.7% | +2.5% | -13.2% | -11.1% |
| 6M | -19.1% | +12.2% | -31.3% | -20.7% |
| YTD | +1.6% | -12.8% | +14.4% | +3.0% |
| 1Y | +4.3% | -19.2% | +23.5% | +6.9% |
| 3Y | +19.0% | -35.6% | +54.5% | +25.3% |
| 5Y | +57.7% | -31.4% | +89.1% | +62.6% |
| All | +43.6% | -38.3% | +81.9% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling