+18.1%
EWZ vs CPB
-35.1%
+53.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.5% |
| 7D | -4.2% | +11.6% | -15.7% | -4.3% |
| 30D | -26.1% | +23.3% | -49.5% | -26.4% |
| 3M | -12.0% | +1.6% | -13.7% | -11.8% |
| 6M | -19.3% | +13.9% | -33.2% | -19.6% |
| YTD | +0.9% | -11.7% | +12.6% | +2.1% |
| 1Y | +3.4% | -18.2% | +21.6% | +5.4% |
| All | +18.1% | -35.1% | +53.3% | +25.1% |
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