+69.5%
EWZ vs CPNG
-76.8%
+146.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -0.1% | -7.6% | +7.5% | +0.8% |
| 30D | +8.2% | -8.8% | +17.0% | +9.2% |
| 3M | +13.3% | -7.2% | +20.5% | +13.8% |
| 6M | +3.6% | -21.5% | +25.1% | +5.7% |
| YTD | +21.0% | -37.4% | +58.4% | +26.2% |
| 1Y | +34.7% | -54.3% | +89.0% | +45.3% |
| 3Y | +48.3% | -20.3% | +68.6% | +48.8% |
| 5Y | +60.1% | -51.2% | +111.3% | +60.9% |
| All | +69.5% | -76.8% | +146.3% | +72.7% |
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