+36.4%
EWZ vs CPNG
-50.4%
+86.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +2.4% |
| 7D | +5.6% | -6.3% | +11.8% | +6.4% |
| 30D | +9.3% | -8.7% | +18.0% | +10.4% |
| 3M | +15.7% | -2.4% | +18.1% | +15.2% |
| 6M | +7.4% | -22.3% | +29.8% | +9.6% |
| YTD | +22.7% | -37.2% | +59.9% | +27.3% |
| 1Y | +36.4% | -53.0% | +89.4% | +45.1% |
| All | +36.4% | -50.4% | +86.8% | +45.1% |
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