+60.8%
EWZ vs CPB
-40.9%
+101.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +1.3% | +2.9% | -1.5% | +1.0% |
| 30D | -26.2% | +17.6% | -43.8% | -27.7% |
| 3M | -8.6% | +2.0% | -10.7% | -9.0% |
| 6M | -17.0% | +11.6% | -28.7% | -18.6% |
| YTD | +2.2% | -13.8% | +15.9% | +3.6% |
| 1Y | +2.7% | -21.6% | +24.2% | +5.6% |
| 3Y | +18.2% | -35.8% | +54.0% | +24.4% |
| 5Y | +56.0% | -33.3% | +89.3% | +61.5% |
| 10Y | +60.8% | -39.4% | +100.2% | +67.4% |
| All | +60.8% | -40.9% | +101.7% | +67.4% |
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