+44.7%
EWZ vs CPB
-40.0%
+84.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | +6.5% | -8.6% | +15.1% | +7.0% |
| 30D | +4.8% | -7.2% | +12.1% | +5.2% |
| 3M | +9.9% | +0.9% | +9.0% | +9.6% |
| 6M | +1.9% | -11.8% | +13.8% | +2.7% |
| YTD | +20.3% | -19.4% | +39.7% | +22.0% |
| 1Y | +35.6% | -30.4% | +66.0% | +40.0% |
| All | +44.7% | -40.0% | +84.7% | +51.6% |
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