+22.1%
EWZ vs CPB
-35.0%
+57.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.0% |
| 7D | +1.4% | +3.3% | -1.9% | +1.3% |
| 30D | -25.1% | +19.0% | -44.1% | -25.3% |
| 3M | -7.7% | +0.4% | -8.2% | -7.5% |
| 6M | -15.8% | +13.0% | -28.8% | -16.3% |
| YTD | +3.6% | -12.7% | +16.4% | +4.9% |
| 1Y | +5.5% | -20.9% | +26.4% | +7.9% |
| 3Y | +22.1% | -35.4% | +57.5% | +29.4% |
| All | +22.1% | -35.0% | +57.1% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling