+81.1%
EWZ vs CPB
-47.3%
+128.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.2% |
| 7D | +6.5% | -8.6% | +15.1% | +7.8% |
| 30D | +4.8% | -7.2% | +12.1% | +5.9% |
| 3M | +9.9% | +0.9% | +9.0% | +9.3% |
| 6M | +1.9% | -11.8% | +13.8% | +3.4% |
| YTD | +20.3% | -19.4% | +39.7% | +23.5% |
| 1Y | +35.6% | -30.4% | +66.0% | +42.4% |
| 3Y | +43.4% | -40.2% | +83.6% | +53.1% |
| 5Y | +55.9% | -39.5% | +95.5% | +64.3% |
| All | +81.1% | -47.3% | +128.4% | +109.0% |
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