+41.5%
EWZ vs CPNG
-75.9%
+117.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.3% | -1.5% |
| 7D | +0.1% | -6.9% | +6.9% | +0.9% |
| 30D | -25.9% | +1.1% | -27.0% | -26.0% |
| 3M | -6.1% | -6.3% | +0.2% | -5.6% |
| 6M | -16.1% | -3.8% | -12.3% | -16.2% |
| YTD | +1.0% | -35.2% | +36.2% | +4.8% |
| 1Y | 0.0% | -47.0% | +46.9% | +6.0% |
| 3Y | +16.8% | -0.2% | +17.0% | +14.6% |
| 5Y | +52.1% | -42.5% | +94.5% | +50.5% |
| All | +41.5% | -75.9% | +117.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling