+55.0%
EWZ vs CPNG
-49.0%
+104.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +6.5% | -7.4% | +13.9% | +7.5% |
| 30D | +4.8% | -4.4% | +9.3% | +5.3% |
| 3M | +9.9% | -7.5% | +17.4% | +10.4% |
| 6M | +1.9% | -19.9% | +21.9% | +3.9% |
| YTD | +20.3% | -35.2% | +55.5% | +25.2% |
| 1Y | +35.6% | -46.8% | +82.4% | +44.1% |
| 3Y | +43.4% | -20.2% | +63.6% | +43.8% |
| All | +55.0% | -49.0% | +104.0% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling