+55.0%
EWZ vs CPB
-39.5%
+94.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | +6.5% | -8.6% | +15.1% | +7.2% |
| 30D | +4.8% | -7.2% | +12.1% | +5.4% |
| 3M | +9.9% | +0.9% | +9.0% | +9.5% |
| 6M | +1.9% | -11.8% | +13.8% | +2.8% |
| YTD | +20.3% | -19.4% | +39.7% | +22.3% |
| 1Y | +35.6% | -30.4% | +66.0% | +40.3% |
| 3Y | +43.4% | -40.2% | +83.6% | +50.3% |
| All | +55.0% | -39.5% | +94.5% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling