0.0%
EWZ vs CPNG
-47.0%
+47.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.3% | -1.4% |
| 7D | +0.1% | -6.9% | +6.9% | +1.1% |
| 30D | -25.9% | +1.1% | -27.0% | -26.1% |
| 3M | -6.1% | -6.3% | +0.2% | -5.7% |
| 6M | -16.1% | -3.8% | -12.3% | -16.6% |
| YTD | +1.0% | -35.2% | +36.2% | +4.4% |
| 1Y | 0.0% | -47.0% | +46.9% | +7.8% |
| All | 0.0% | -47.0% | +47.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling