-19.1%
EWZ vs CPB
+11.5%
-30.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.5% |
| 7D | -1.5% | +8.0% | -9.5% | -0.5% |
| 30D | -24.5% | +22.4% | -46.9% | -22.4% |
| 3M | -10.7% | +2.5% | -13.2% | -9.7% |
| 6M | -19.1% | +12.2% | -31.3% | -17.6% |
| All | -19.1% | +11.5% | -30.6% | -17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling