+19.0%
EWZ vs CPNG
-3.9%
+22.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.5% | +13.4% | -14.8% | -3.5% |
| 30D | -24.5% | +10.0% | -34.5% | -25.7% |
| 3M | -10.7% | -0.4% | -10.3% | -11.0% |
| 6M | -19.1% | -8.9% | -10.1% | -18.7% |
| YTD | +1.6% | -30.9% | +32.6% | +5.7% |
| 1Y | +4.3% | -43.8% | +48.1% | +12.0% |
| 3Y | +19.0% | -2.5% | +21.4% | +14.4% |
| All | +19.0% | -3.9% | +22.9% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling