+66.5%
EWZ vs CPB
-38.9%
+105.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.0% |
| 7D | +0.8% | -1.6% | +2.3% | +0.9% |
| 30D | -24.4% | +19.2% | -43.6% | -26.0% |
| 3M | -4.6% | -0.9% | -3.6% | -4.6% |
| 6M | -11.6% | +15.2% | -26.8% | -13.7% |
| YTD | +2.4% | -13.1% | +15.5% | +3.8% |
| 1Y | +2.1% | -22.4% | +24.5% | +5.2% |
| 3Y | +18.7% | -35.3% | +54.0% | +24.8% |
| 5Y | +54.2% | -33.0% | +87.2% | +59.6% |
| All | +66.5% | -38.9% | +105.4% | +74.2% |
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