+1.9%
EWZ vs CPNG
-20.3%
+22.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +6.5% | -7.4% | +13.9% | +7.7% |
| 30D | +4.8% | -4.4% | +9.3% | +5.5% |
| 3M | +9.9% | -7.5% | +17.4% | +10.1% |
| 6M | +1.9% | -19.9% | +21.9% | +2.9% |
| All | +1.9% | -20.3% | +22.3% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling